Strategy Tester Report
IncognitoScalper_v.3.8.ex4
Tickmill-Live09 (Build 1370)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:40 (2021.01.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit USDCHF 5.1"; MagicNumber=5451; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=false; LMRoundingLot=0; LMMaxLot=0; LMKeepTrack=true; LMFirstLevelToMultiply=1; LMNumberOfLevelsToMultiply=0; LMLotFactor=1.1; LMIncrementPercent=30; LMChangeEvery=8; LMChangeFactor=1.19; GridMode=1; GridTimeframMode=1; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=0; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=28; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=200; ATRFilterTimeFrame=60; ATRFilterPeriod=6; MaxATRPips=33; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=30; TakeProfitPips=25; UseDynamicTake=true; MinutesToGiveUp=120; GiveUpPips=24; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=150; IncognitoGiveUpMinutes=30; CloseMinutesAfterSession=120; TimeToStartTrailingMinutes=0; TrailingSpeedPipsPerCandle=0; DDLimitUSDPerMinLot=0; AccountCurrencyConversionRate=0; TradeTimeStr0="#============= Time settings =============#"; TradeRoundTheClock=false; TradeTimeStr1="- broker GMT offset will be auto-adjusted -"; TradeTimeStr2="-- Set your winter GMT offset for tester --"; AutoGMT=false; BrokerGMTOffsetWinter=2; BrokerDstMode=2; TargetGMTOffsetWinter=2; TargetDstMode=2; TradeTimeStr3="----- Trade intervals, comma separated ----"; TradeTimeStr4="----- set time in the target timezone -----"; TradeTimeStr5="Format: 'hh:mm-hh:mm', blank for no trading"; TradeTimeStr6="----------------- WINTER ------------------"; TradeTimeStr7="<== SUNDAY ==>"; SUNDAY_TradeIntervalsW=""; TradeTimeStr8="<== MONDAY ==>"; MONDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr13="--- Extra interval, every day (for opt) ---"; AddExtraIntervalW=false; StartTradeHourW=17; StartTradeMinuteW=0; DurationMinutesW=60; EndTradeHourW=17; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS=""; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS=""; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS=""; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS=""; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS=""; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=false; StartTradeHourS=17; StartTradeMinuteS=0; DurationMinutesS=60; EndTradeHourS=17; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=0; FreezeMinutesAfterRollover=0; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=true; RolloverStopPips=45; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test144345Ticks modelled29641130Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit24.41Gross profit28.39Gross loss-3.98
Profit factor7.13Expected payoff0.30
Absolute drawdown1.70Maximal drawdown2.54 (0.03%)Relative drawdown0.03% (2.54)
Total trades81Short positions (won %)31 (70.97%)Long positions (won %)50 (76.00%)
Profit trades (% of total)60 (74.07%)Loss trades (% of total)21 (25.93%)
Largestprofit trade2.52loss trade-0.81
Averageprofit trade0.47loss trade-0.19
Maximumconsecutive wins (profit in money)12 (5.95)consecutive losses (loss in money)4 (-0.25)
Maximalconsecutive profit (count of wins)5.95 (12)consecutive loss (count of losses)-0.81 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.08 00:02buy10.010.929240.926240.93174
22021.03.08 02:14close10.010.930360.926240.931741.1610001.16
32021.03.10 00:39buy20.010.927820.924820.93032
42021.03.10 01:23close20.010.928260.924820.930320.4310001.59
52021.03.19 00:04buy30.010.927420.924420.92992
62021.03.19 01:40close30.010.927390.924420.92992-0.0710001.52
72021.03.22 00:05sell40.010.930210.933210.92771
82021.03.22 01:04close40.010.929420.933210.927710.8110002.33
92021.03.23 00:04buy50.010.923210.920210.92571
102021.03.23 01:07close50.010.923500.920210.925710.2710002.60
112021.04.01 00:02buy60.010.943840.940840.94634
122021.04.01 01:53close60.010.944020.940840.946340.1510002.75
132021.04.22 00:04buy70.010.916800.913800.91930
142021.04.22 01:24close70.010.917020.913800.919300.2010002.95
152021.04.28 00:00buy80.010.913750.910750.91625
162021.04.28 01:21close80.010.914060.910750.916250.3010003.25
172021.05.13 00:04sell90.010.909060.912060.90656
182021.05.13 01:34close90.010.908920.912060.906560.1110003.36
192021.05.17 00:10buy100.010.901720.898720.90422
202021.05.17 01:42close100.010.901710.898720.90422-0.0510003.31
212021.05.18 00:05sell110.010.903160.906160.90066
222021.05.18 02:28close110.010.903250.906160.90066-0.1410003.17
232021.05.21 00:04buy120.010.897410.894410.89991
242021.05.21 01:43close120.010.897410.894410.89991-0.0410003.13
252021.06.08 00:04sell130.010.897530.900530.89503
262021.06.08 01:25close130.010.897510.900530.89503-0.0210003.11
272021.06.22 00:22buy140.010.917660.914660.92016
282021.06.22 01:31close140.010.917900.914660.920160.2210003.33
292021.08.13 00:09buy150.010.923270.920270.92577
302021.08.13 01:18close150.010.923490.920270.925770.2010003.53
312021.08.16 00:05sell160.010.915860.918860.91336
322021.08.16 01:09close160.010.915150.918860.913360.7410004.27
332021.08.19 00:04sell170.010.916900.919900.91440
342021.08.19 01:30close170.010.916710.919900.914400.1710004.44
352021.08.27 00:04buy180.010.917860.914860.92036
362021.08.27 01:51close180.010.917840.914860.92036-0.0610004.38
372021.08.30 00:05sell190.010.912570.915570.91007
382021.08.30 01:12close190.010.910990.915570.910071.6910006.07
392021.09.01 00:04buy200.010.915110.912110.91761
402021.09.01 01:55close200.010.915190.912110.917610.0510006.12
412021.09.17 00:04sell210.010.927450.930450.92495
422021.09.17 02:03close210.010.927680.930450.92495-0.2910005.83
432021.09.20 00:05buy220.010.932120.929120.93462
442021.09.20 01:01close220.010.932400.929120.934620.2610006.09
452021.10.01 00:24buy230.010.931730.928730.93423
462021.10.01 01:43close230.010.931900.928730.934230.1410006.23
472021.10.19 00:05sell240.010.923730.926730.92123
482021.10.19 01:37close240.010.923720.926730.92123-0.0310006.20
492021.10.29 00:05buy250.010.911830.908830.91433
502021.10.29 01:40close250.010.911870.908830.914330.0010006.20
512021.11.08 00:02sell260.010.912680.915680.91018
522021.11.08 01:00close260.010.911970.915680.910180.7410006.94
532021.11.12 00:04buy270.010.920960.917960.92346
542021.11.12 01:18close270.010.921310.917960.923460.3410007.28
552021.11.17 00:16buy280.010.930010.927010.93251
562021.11.17 01:11close280.010.930430.927010.932510.4110007.69
572021.11.24 00:06buy290.010.933080.930080.93558
582021.11.24 01:11close290.010.933370.930080.935580.2710007.96
592021.12.03 00:00buy300.010.920330.917330.92283
602021.12.03 01:12close300.010.920420.917330.922830.0610008.02
612021.12.08 00:00sell310.010.925120.928120.92262
622021.12.08 01:15close310.010.924700.928120.922620.4110008.43
632021.12.09 00:31sell320.010.920760.923760.91826
642021.12.09 01:40close320.010.920390.923760.918260.3610008.79
652021.12.13 00:40sell330.010.921390.924390.91889
662021.12.13 00:58close330.010.920660.924390.918890.7510009.54
672021.12.13 00:58buy340.010.920570.917570.92307
682021.12.13 00:59close340.010.921510.917570.923070.9810010.52
692021.12.13 00:59sell350.010.921510.924510.91901
702021.12.13 00:59close350.010.920550.924510.919011.0010011.52
712021.12.13 00:59buy360.010.920550.917550.92305
722021.12.13 01:50close360.010.921170.917550.923050.6310012.15
732021.12.22 00:12buy370.010.923360.920360.92586
742021.12.22 02:32close370.010.923280.920360.92586-0.1310012.02
752022.01.07 00:00buy380.010.921290.918290.92379
762022.01.07 01:20close380.010.921510.918290.923790.2010012.22
772022.01.10 00:09sell390.010.918760.921760.91626
782022.01.10 01:50close390.010.918920.921760.91626-0.2110012.01
792022.01.13 00:00sell400.010.914300.917300.91180
802022.01.13 01:26close400.010.914100.917300.911800.1810012.19
812022.01.28 00:00buy410.010.930940.927940.93344
822022.01.28 01:20close410.010.931080.927940.933440.1110012.30
832022.02.04 00:01buy420.010.920100.917100.92260
842022.02.04 01:34close420.010.920250.917100.922600.1210012.42
852022.02.08 00:28buy430.010.923180.920180.92568
862022.02.08 02:11close430.010.923400.920180.925680.2010012.62
872022.02.11 00:01buy440.010.925110.922110.92761
882022.02.11 01:28close440.010.925840.922110.927610.7510013.37
892022.02.15 00:00buy450.010.924520.921520.92702
902022.02.15 01:40close450.010.924560.921520.927020.0010013.37
912022.02.18 00:09sell460.010.920470.923470.91797
922022.02.18 01:04close460.010.920130.923470.917970.3310013.70
932022.02.21 00:37sell470.010.921750.924750.91925
942022.02.21 01:15close470.010.921030.924750.919250.7410014.44
952022.02.22 00:09buy480.010.915890.912890.91839
962022.02.22 01:16close480.010.916100.912890.918390.1910014.63
972022.02.24 00:00buy490.010.918010.915010.92051
982022.02.24 02:10close490.010.917660.915010.92051-0.4210014.21
992022.03.04 00:00buy500.010.917310.914310.91981
1002022.03.04 01:30close500.010.917680.914310.919810.3610014.57
1012022.03.18 00:07sell510.010.937080.940390.93489
1022022.03.18 01:08close510.010.937140.940390.93489-0.1010014.47
1032022.03.23 00:46buy520.010.932860.929750.93525
1042022.03.23 01:51close520.010.933060.929750.935250.1710014.64
1052022.03.24 00:08buy530.010.930350.927240.93274
1062022.03.24 01:12close530.010.930600.927240.932740.2310014.87
1072022.03.25 00:00buy540.010.930220.927220.93272
1082022.03.25 02:10close540.010.929730.927220.93272-0.5710014.30
1092022.03.29 00:05buy550.010.934480.931480.93698
1102022.03.29 01:31close550.010.934490.931480.93698-0.0310014.27
1112022.04.11 00:04buy560.010.932850.929850.93535
1122022.04.11 01:30close560.010.933370.929850.935350.5210014.79
1132022.04.13 00:03sell570.010.932660.935660.93016
1142022.04.13 01:02close570.010.932540.935660.930160.0910014.88
1152022.05.10 00:00sell580.010.993710.996710.99121
1162022.05.10 01:12close580.010.993470.996710.991210.2010015.08
1172022.06.28 00:01buy590.010.956350.952790.95829
1182022.06.28 01:17close590.010.956380.952790.95829-0.0110015.07
1192022.07.07 00:05buy600.010.970510.967530.97303
1202022.07.07 01:13close600.010.970810.967530.973030.2710015.34
1212022.08.02 00:31buy610.010.949800.946800.95230
1222022.08.02 01:19close610.010.950130.946800.952300.3110015.65
1232022.08.18 00:28sell620.010.951890.954900.94940
1242022.08.18 01:30close620.010.951730.954900.949400.1310015.78
1252022.08.30 00:19buy630.010.968140.965110.97061
1262022.08.30 02:04close630.010.968050.965110.97061-0.1310015.65
1272022.08.31 00:24sell640.010.974020.977470.97197
1282022.08.31 01:30close640.010.974100.977470.97197-0.1210015.53
1292022.09.02 00:34buy650.010.981440.978450.98395
1302022.09.02 01:32close650.010.981760.978450.983950.2910015.82
1312022.09.05 00:03sell660.010.981470.984700.97920
1322022.09.05 01:38close660.010.981870.984700.97920-0.4510015.37
1332022.09.12 00:03buy670.010.959580.956580.96208
1342022.09.12 01:19close670.010.960040.956580.962080.4410015.81
1352022.09.19 00:03buy680.010.964320.961320.96682
1362022.09.19 01:07close680.010.964540.961320.966820.1910016.00
1372022.10.28 00:10buy690.010.990920.987920.99342
1382022.10.28 02:08close690.010.990670.987920.99342-0.2910015.71
1392022.11.01 00:00buy700.010.999050.996051.00155
1402022.11.01 01:08t/p700.011.001560.996051.001552.4710018.18
1412022.11.07 00:02sell710.010.998461.001460.99596
1422022.11.07 01:13t/p710.010.995911.001460.995962.5210020.70
1432022.11.15 00:00sell720.010.943690.946690.94119
1442022.11.15 01:14close720.010.943240.946690.941190.4410021.14
1452022.11.28 00:12sell730.010.946500.949500.94400
1462022.11.28 02:01close730.010.947230.949500.94400-0.8110020.33
1472022.12.05 00:01sell740.010.938060.941060.93556
1482022.12.05 01:00close740.010.937280.941060.935560.7910021.12
1492022.12.07 00:00buy750.010.941760.938760.94426
1502022.12.07 01:30close750.010.941860.938760.944260.0710021.19
1512022.12.09 00:21sell760.010.936460.939570.93407
1522022.12.09 01:00close760.010.936100.939570.934070.3410021.53
1532022.12.16 00:00sell770.010.929650.932600.92710
1542022.12.16 00:45close770.010.928370.932600.927101.3410022.87
1552022.12.20 00:00buy780.010.928660.925860.93136
1562022.12.20 01:54close780.010.928770.925860.931360.0810022.95
1572023.01.19 00:51buy790.010.916140.912690.91819
1582023.01.19 02:09close790.010.916170.912690.91819-0.0110022.94
1592023.02.06 00:09sell800.010.927560.930570.92507
1602023.02.06 01:17close800.010.926280.930570.925071.3410024.28
1612023.02.07 00:12buy810.010.927900.924900.93040
1622023.02.07 01:39close810.010.928060.924900.930400.1310024.41