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

SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:30 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit AUDCAD 1.0"; MagicNumber=5410; 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=5; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=0; MinimumChannelWidthPips=2.1; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=36; ChannelFactor=1.5; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=11; TicksToAverageSpread=25; RangeFilterPips=145; ATRFilterTimeFrame=60; ATRFilterPeriod=0; MaxATRPips=58; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=45; TakeProfitPips=20; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=165; IncognitoGiveUpMinutes=12; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=145; TrailingSpeedPipsPerCandle=2.2; 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=0; StartTradeMinuteW=10; DurationMinutesW=60; EndTradeHourW=0; 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=0; StartTradeMinuteS=0; DurationMinutesS=60; EndTradeHourS=0; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=0; FreezeMinutesAfterRollover=0; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=100; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test141695Ticks modelled38407473Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit9.72Gross profit16.15Gross loss-6.43
Profit factor2.51Expected payoff0.11
Absolute drawdown1.09Maximal drawdown2.99 (0.03%)Relative drawdown0.03% (2.99)
Total trades88Short positions (won %)33 (72.73%)Long positions (won %)55 (61.82%)
Profit trades (% of total)58 (65.91%)Loss trades (% of total)30 (34.09%)
Largestprofit trade1.01loss trade-0.93
Averageprofit trade0.28loss trade-0.21
Maximumconsecutive wins (profit in money)8 (2.53)consecutive losses (loss in money)4 (-0.56)
Maximalconsecutive profit (count of wins)2.53 (8)consecutive loss (count of losses)-0.93 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:07buy10.010.974610.970110.97661
22021.03.10 01:01close10.010.975170.970110.976610.3810000.38
32021.03.11 00:51buy20.010.975570.971070.97757
42021.03.11 01:03close20.010.975960.971070.977570.2510000.63
52021.03.19 00:04buy30.010.969260.964760.97126
62021.03.19 01:19close30.010.969470.964760.971260.1210000.75
72021.03.22 00:02buy40.010.965900.961400.96790
82021.03.22 01:03close40.010.967310.961400.967901.0110001.76
92021.03.26 00:08buy50.010.955870.951370.95787
102021.03.26 01:10close50.010.955920.951370.95787-0.0110001.75
112021.03.29 00:08sell60.010.960940.965440.95894
122021.03.29 01:01close60.010.960610.965440.958940.2110001.96
132021.04.09 00:09buy70.010.961210.956710.96321
142021.04.09 01:01close70.010.961340.956710.963210.0610002.02
152021.04.14 00:13buy80.010.957870.953370.95987
162021.04.14 01:02close80.010.957990.953370.959870.0510002.07
172021.04.26 00:09buy90.010.966590.962090.96859
182021.04.26 00:38close90.010.967010.962090.968590.2710002.34
192021.04.28 00:54sell100.010.963790.968290.96179
202021.04.28 01:09close100.010.963520.968290.961790.1610002.50
212021.05.12 00:04sell110.010.949080.953580.94708
222021.05.12 01:03close110.010.948510.953580.947080.3910002.89
232021.05.17 00:02buy120.010.941880.937380.94388
242021.05.17 01:01close120.010.941920.937380.94388-0.0110002.88
252021.06.04 00:16sell130.010.927590.932090.92559
262021.06.04 01:20close130.010.927430.932090.925590.0810002.96
272021.06.17 00:28sell140.010.934870.939370.93287
282021.06.17 00:48close140.010.934280.939370.932870.4010003.36
292021.06.18 00:17sell150.010.933410.937910.93141
302021.06.18 00:54close150.010.933150.937910.931410.1610003.52
312021.06.21 00:05sell160.010.932890.937390.93089
322021.06.21 01:18close160.010.932580.937390.930890.1910003.71
332021.06.23 00:13buy170.010.929560.925060.93156
342021.06.23 01:00close170.010.929590.925060.93156-0.0210003.69
352021.06.28 00:02buy180.010.932260.927760.93426
362021.06.28 00:45close180.010.933280.927760.934260.7210004.41
372021.08.05 00:04buy190.010.925660.921160.92766
382021.08.05 01:00close190.010.925680.921160.92766-0.0210004.39
392021.08.11 00:10buy200.010.920000.915500.92200
402021.08.11 01:01close200.010.919990.915500.92200-0.0410004.35
412021.09.10 00:36sell210.010.933230.937730.93123
422021.09.10 01:35close210.010.932980.937730.931230.1510004.50
432021.09.13 00:23sell220.010.933320.937820.93132
442021.09.13 02:36close220.010.934270.937820.93132-0.7510003.75
452021.09.14 00:49buy230.010.931550.927050.93355
462021.09.14 01:00close230.010.932190.927050.933550.4410004.19
472021.09.29 00:05sell240.010.918490.922990.91649
482021.09.29 01:43close240.010.918540.922990.91649-0.0810004.11
492021.11.08 00:14sell250.010.921890.926390.91989
502021.11.08 00:57close250.010.921500.926390.919890.2510004.36
512021.11.10 00:58buy260.010.917480.912980.91948
522021.11.10 02:01close260.010.917530.912980.91948-0.0110004.35
532021.11.11 00:18buy270.010.914920.910420.91692
542021.11.11 00:53close270.010.915310.910420.916920.2510004.60
552021.11.15 00:02buy280.010.919510.915010.92151
562021.11.15 01:00close280.010.919710.915010.921510.1110004.71
572021.11.26 00:17sell290.010.909960.914460.90796
582021.11.26 00:46close290.010.909650.914460.907960.2010004.91
592021.11.29 00:08buy300.010.908610.904110.91061
602021.11.29 01:15close300.010.909580.904110.910610.6810005.59
612021.12.03 00:46sell310.010.908800.913300.90680
622021.12.03 00:58close310.010.908390.913300.906800.2710005.86
632021.12.07 00:05sell320.010.899720.904220.89772
642021.12.07 00:34close320.010.899420.904220.897720.1910006.05
652021.12.09 00:56buy330.010.906900.902400.90890
662021.12.09 01:51close330.010.906930.902400.90890-0.0110006.04
672021.12.13 00:30buy340.010.911800.907300.91380
682021.12.13 01:02close340.010.912130.907300.913800.2110006.25
692021.12.17 00:58buy350.010.917300.912800.91930
702021.12.17 02:01close350.010.917200.912800.91930-0.1110006.14
712021.12.22 00:35buy360.010.923530.919030.92553
722021.12.22 01:55close360.010.923470.919030.92553-0.0810006.06
732021.12.23 00:33buy370.010.925870.921370.92787
742021.12.23 01:06close370.010.926040.921370.927870.0810006.14
752022.01.05 00:43buy380.010.919380.914880.92138
762022.01.05 01:15close380.010.919700.914880.921380.2010006.34
772022.01.06 00:56buy390.010.920690.916190.92269
782022.01.06 01:21close390.010.921040.916190.922690.2210006.56
792022.01.13 00:19buy400.010.910860.906360.91286
802022.01.13 01:12close400.010.910950.906360.912860.0310006.59
812022.01.20 00:27buy410.010.901900.897400.90390
822022.01.20 01:11close410.010.902080.897400.903900.1010006.69
832022.02.02 00:21sell420.010.904690.909190.90269
842022.02.02 02:41close420.010.905380.909190.90269-0.5610006.13
852022.02.08 00:07sell430.010.902770.907270.90077
862022.02.08 00:58close430.010.902550.907270.900770.1210006.25
872022.02.10 00:00buy440.010.909190.904690.91119
882022.02.10 01:50close440.010.909720.904690.911190.3610006.61
892022.02.21 00:00buy450.010.914720.910220.91672
902022.02.21 02:14close450.010.914660.910220.91672-0.0910006.52
912022.02.22 00:58buy460.010.916490.911990.91849
922022.02.22 01:55close460.010.916520.911990.91849-0.0110006.51
932022.02.24 00:23buy470.010.920720.916220.92272
942022.02.24 01:40close470.010.920560.916220.92272-0.1610006.35
952022.02.28 00:00buy480.010.915880.911380.91788
962022.02.28 01:54close480.010.916450.911380.917880.3910006.74
972022.03.10 00:04buy490.010.937730.933230.93973
982022.03.10 02:25close490.010.936550.933230.93973-0.9310005.81
992022.03.21 00:21sell500.010.934450.938950.93245
1002022.03.21 01:00close500.010.933940.938950.932450.3510006.16
1012022.03.22 00:00sell510.010.931910.936410.92991
1022022.03.22 00:13close510.010.931490.936410.929910.2710006.43
1032022.03.24 00:03buy520.010.942090.937590.94409
1042022.03.24 01:10close520.010.942190.937590.944090.0310006.46
1052022.03.25 00:02buy530.010.940860.936360.94286
1062022.03.25 01:10close530.010.941120.936360.942860.1610006.62
1072022.03.28 00:00buy540.010.937330.932830.93933
1082022.03.28 00:10close540.010.938200.932830.939330.6110007.23
1092022.04.04 00:02buy550.010.937890.933390.93989
1102022.04.04 01:00close550.010.938160.933390.939890.1610007.39
1112022.04.25 00:01sell560.010.921770.926270.91977
1122022.04.25 01:00close560.010.921340.926270.919770.2810007.67
1132022.04.27 00:00buy570.010.913330.908830.91533
1142022.04.27 00:12close570.010.914280.908830.915330.6710008.34
1152022.06.01 00:04sell580.010.906890.911390.90489
1162022.06.01 02:14close580.010.907840.911390.90489-0.7510007.59
1172022.06.06 00:02sell590.010.908250.912750.90625
1182022.06.06 01:01close590.010.908000.912750.906250.1510007.74
1192022.06.15 00:27sell600.010.890630.895120.88862
1202022.06.15 02:37close600.010.891550.895120.88862-0.7310007.01
1212022.07.08 00:00buy610.010.886800.882300.88880
1222022.07.08 01:00close610.010.887060.882300.888800.1510007.16
1232022.07.22 00:02sell620.010.891840.896340.88984
1242022.07.22 01:32close620.010.891910.896340.88984-0.1010007.06
1252022.08.09 00:03buy630.010.897450.892950.89945
1262022.08.09 00:39close630.010.897600.892950.899450.0810007.14
1272022.08.24 00:49sell640.010.897740.902440.89594
1282022.08.24 01:12close640.010.897680.902440.895940.0110007.15
1292022.08.29 00:02buy650.010.897610.893110.89961
1302022.08.29 02:04close650.010.897360.893110.89961-0.2310006.92
1312022.09.05 00:01buy660.010.891260.886810.89331
1322022.09.05 01:15close660.010.892230.886810.893310.6910007.61
1332022.09.07 00:06sell670.010.885690.890390.88389
1342022.09.07 01:02close670.010.885740.890390.88389-0.0710007.54
1352022.09.14 00:59sell680.010.887230.891730.88523
1362022.09.14 02:00close680.010.887100.891730.885230.0510007.59
1372022.10.11 00:01sell690.010.867790.872290.86579
1382022.10.11 01:31close690.010.867770.872290.86579-0.0310007.56
1392022.10.24 00:10sell700.010.872260.876760.87026
1402022.10.24 01:09close700.010.871740.876760.870260.3510007.91
1412022.10.28 00:00buy710.010.875300.870800.87730
1422022.10.28 00:59close710.010.875500.870800.877300.1110008.02
1432022.11.07 00:00buy720.010.869360.864860.87136
1442022.11.07 01:22close720.010.870390.864860.871360.7310008.75
1452022.11.08 00:31buy730.010.873820.869310.87581
1462022.11.08 01:20close730.010.873890.869310.875810.0110008.76
1472022.11.14 00:06sell740.010.889720.894220.88772
1482022.11.14 00:17close740.010.888410.894220.887720.9410009.70
1492022.11.14 00:23buy750.010.888770.884030.89053
1502022.11.14 01:48close750.010.888480.884030.89053-0.2610009.44
1512022.11.16 00:44buy760.010.896950.892450.89895
1522022.11.16 01:13close760.010.897380.892450.898950.2810009.72
1532022.11.21 00:30buy770.010.892260.887760.89426
1542022.11.21 00:59close770.010.892550.887760.894260.1810009.90
1552022.11.22 00:51sell780.010.889000.893500.88700
1562022.11.22 01:26close780.010.888460.893500.887000.3710010.27
1572022.11.28 00:01buy790.010.900850.896350.90285
1582022.11.28 02:11close790.010.900190.896350.90285-0.5310009.74
1592022.11.30 00:57buy800.010.907830.903330.90983
1602022.11.30 01:59close800.010.907740.903330.90983-0.1010009.64
1612022.12.01 00:01buy810.010.911160.906660.91316
1622022.12.01 00:57close810.010.911780.906660.913160.4310010.07
1632022.12.05 00:09buy820.010.915150.910650.91715
1642022.12.05 01:01close820.010.914960.910650.91715-0.1810009.89
1652022.12.19 00:08sell830.010.917000.921490.91499
1662022.12.19 00:58close830.010.916690.921490.914990.1910010.08
1672022.12.21 00:56sell840.010.909410.913910.90741
1682022.12.21 02:02close840.010.909470.913910.90741-0.0910009.99
1692023.01.05 00:41buy850.010.921330.916830.92333
1702023.01.05 02:19close850.010.921030.916830.92333-0.2610009.73
1712023.01.30 00:05buy860.010.945820.940950.94745
1722023.01.30 01:08close860.010.945610.940950.94745-0.2010009.53
1732023.02.03 00:27buy870.010.942360.937510.94401
1742023.02.03 01:11close870.010.942400.937510.94401-0.0110009.52
1752023.02.08 00:59sell880.010.932450.937110.93061
1762023.02.08 01:23close880.010.932130.937110.930610.2010009.72