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

SymbolAUDNZD (Australian Dollar vs New Zealand Dollar)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:35 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit AUDNZD 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=0.4; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=28; ChannelFactor=2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=8; TicksToAverageSpread=25; RangeFilterPips=80; ATRFilterTimeFrame=60; ATRFilterPeriod=0; MaxATRPips=20; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=3; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2500; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=60; TakeProfitPips=30; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=110; IncognitoGiveUpMinutes=4; CloseMinutesAfterSession=185; TimeToStartTrailingMinutes=185; 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=25; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=100; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=40; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test143870Ticks modelled45607407Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit7.80Gross profit14.14Gross loss-6.34
Profit factor2.23Expected payoff0.13
Absolute drawdown1.66Maximal drawdown3.00 (0.03%)Relative drawdown0.03% (3.00)
Total trades58Short positions (won %)31 (87.10%)Long positions (won %)27 (81.48%)
Profit trades (% of total)49 (84.48%)Loss trades (% of total)9 (15.52%)
Largestprofit trade0.88loss trade-2.19
Averageprofit trade0.29loss trade-0.70
Maximumconsecutive wins (profit in money)16 (4.32)consecutive losses (loss in money)2 (-0.30)
Maximalconsecutive profit (count of wins)4.32 (16)consecutive loss (count of losses)-2.19 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:09buy10.011.075121.069121.07812
22021.03.10 01:29close10.011.075101.069121.07812-0.069999.94
32021.03.12 00:12sell20.011.078081.084081.07508
42021.03.12 00:45close20.011.077661.084081.075080.2210000.16
52021.03.18 00:49sell30.011.078431.084431.07543
62021.03.18 01:03close30.011.077621.084431.075430.4810000.64
72021.03.19 00:09buy40.011.082101.076101.08510
82021.03.19 00:21close40.011.082781.076101.085100.3910001.03
92021.03.23 00:27sell50.011.082251.088251.07925
102021.03.23 02:45close50.011.085651.088251.07925-2.199998.84
112021.04.16 00:09sell60.011.081371.087371.07837
122021.04.16 00:28close60.011.080921.087371.078370.259999.09
132021.04.19 00:05sell70.011.083721.089721.08072
142021.04.19 01:05close70.011.083211.089721.080720.299999.38
152021.05.12 00:59buy80.011.078011.072011.08101
162021.05.12 01:15close80.011.078301.072011.081010.149999.52
172021.05.13 00:10sell90.011.080201.086201.07720
182021.05.13 00:25close90.011.079401.086201.077200.479999.99
192021.06.03 00:35buy100.011.070731.064731.07373
202021.06.03 01:05close100.011.071211.064731.073730.2610000.25
212021.06.21 00:08buy110.011.078661.072661.08166
222021.06.21 01:15close110.011.078881.072661.081660.1010000.35
232021.07.01 00:06buy120.011.072711.066711.07571
242021.07.01 00:36close120.011.073121.066711.075710.2210000.57
252021.09.14 00:06buy130.011.034971.028971.03797
262021.09.14 01:00close130.011.035181.028971.037970.0910000.66
272021.10.18 00:45buy140.011.047641.041641.05064
282021.10.18 02:25close140.011.047401.041641.05064-0.1910000.47
292021.10.21 00:40sell150.011.045451.051451.04245
302021.10.21 01:00close150.011.043991.051451.042450.8810001.35
312021.11.03 00:45buy160.011.043721.037721.04672
322021.11.03 02:11close160.011.043121.037721.04672-0.4210000.93
332021.11.08 00:11sell170.011.040011.046011.03701
342021.11.08 00:51close170.011.039681.046011.037010.1710001.10
352021.11.15 00:28buy180.011.040111.034111.04311
362021.11.15 00:32close180.011.040701.034111.043110.3310001.43
372021.11.15 00:38sell190.011.041431.047431.03843
382021.11.15 00:42close190.011.041071.047431.038430.1910001.62
392021.11.30 00:00buy200.011.046521.040521.04952
402021.11.30 01:06close200.011.046641.040521.049520.0310001.65
412021.12.08 00:45sell210.011.049591.055591.04659
422021.12.08 01:01close210.011.049061.055591.046590.2910001.94
432021.12.14 00:49buy220.011.055451.049451.05845
442021.12.14 01:00close220.011.056081.049451.058450.3610002.30
452021.12.16 00:02buy230.011.056861.050861.05986
462021.12.16 00:24close230.011.057431.050861.059860.3310002.63
472021.12.23 00:33buy240.011.057641.051641.06064
482021.12.23 00:53close240.011.058501.051641.060640.5010003.13
492022.01.10 00:07buy250.011.059251.053251.06225
502022.01.10 00:52close250.011.059471.053251.062250.1010003.23
512022.01.27 00:25sell260.011.070251.076251.06725
522022.01.27 01:26close260.011.069761.076251.067250.2810003.51
532022.02.02 00:21sell270.011.074821.080821.07182
542022.02.02 01:45close270.011.074451.080821.071820.2010003.71
552022.02.03 00:10buy280.011.075201.069201.07820
562022.02.03 01:00close280.011.075831.069201.078200.3610004.07
572022.02.07 00:13sell290.011.070921.076921.06792
582022.02.07 00:43close290.011.070451.076921.067920.2610004.33
592022.02.10 00:00buy300.011.073601.067601.07660
602022.02.10 00:05close300.011.074461.067601.076600.5110004.84
612022.02.14 00:14buy310.011.073011.067011.07601
622022.02.14 00:32close310.011.073381.067011.076010.1910005.03
632022.03.08 00:33buy320.011.071381.065351.07435
642022.03.08 01:00close320.011.071791.065351.074350.2210005.25
652022.03.09 00:20sell330.011.068691.074911.06591
662022.03.09 00:57close330.011.068701.074911.06591-0.0410005.21
672022.03.15 00:12buy340.011.066281.059151.06815
682022.03.15 00:22close340.011.065931.059151.06815-0.2610004.95
692022.03.17 00:46sell350.011.066731.072841.06384
702022.03.17 01:10close350.011.066301.072841.063840.2310005.18
712022.03.23 00:10buy360.011.071871.065741.07474
722022.03.23 01:00close360.011.072361.065741.074740.2710005.45
732022.03.24 00:56sell370.011.075531.082161.07316
742022.03.24 01:03close370.011.075311.082161.073160.1010005.55
752022.04.25 00:01sell380.011.093201.099231.09023
762022.04.25 01:00close380.011.092711.099231.090230.2710005.82
772022.05.27 00:13buy390.011.095041.089041.09804
782022.05.27 01:10close390.011.095261.089041.098040.1010005.92
792022.06.08 00:25sell400.011.114971.121151.11215
802022.06.08 01:02close400.011.114421.121151.112150.3110006.23
812022.08.18 00:12buy410.011.103411.097151.10615
822022.08.18 00:32close410.011.104341.097151.106150.5510006.78
832022.10.18 00:45buy420.011.115261.109231.11823
842022.10.18 02:55close420.011.113201.109231.11823-1.3510005.43
852022.11.08 00:19buy430.011.090031.084031.09303
862022.11.08 00:58close430.011.090391.084031.093030.1910005.62
872022.11.09 00:04sell440.011.092121.098121.08912
882022.11.09 01:01close440.011.091821.098121.089120.1510005.77
892022.11.16 00:38sell450.011.099041.105071.09607
902022.11.16 00:49close450.011.097731.105071.096070.7910006.56
912022.11.16 00:50buy460.011.097141.090981.09998
922022.11.16 01:10close460.011.097491.090981.099980.1810006.74
932022.11.18 00:20sell470.011.092541.098561.08956
942022.11.18 00:24close470.011.091671.098561.089560.5110007.25
952022.11.24 00:09sell480.011.079341.085301.07630
962022.11.24 00:14close480.011.078161.085301.076300.7110007.96
972022.12.01 00:59sell490.011.078721.084721.07572
982022.12.01 01:03close490.011.077911.084721.075720.4810008.44
992022.12.06 00:38sell500.011.060991.067041.05804
1002022.12.06 01:00close500.011.060561.067041.058040.2310008.67
1012022.12.14 00:24sell510.011.061041.067041.05804
1022022.12.14 01:00close510.011.060861.067041.058040.0710008.74
1032022.12.16 00:58sell520.011.057191.063281.05428
1042022.12.16 01:14close520.011.056701.063281.054280.2710009.01
1052022.12.21 00:58sell530.011.053511.059541.05054
1062022.12.21 03:06close530.011.055911.059541.05054-1.5610007.45
1072022.12.23 00:34sell540.011.067941.074161.06516
1082022.12.23 01:07close540.011.067541.074161.065160.2210007.67
1092023.01.11 00:18sell550.011.083041.089041.08004
1102023.01.11 01:04close550.011.082681.089041.080040.1910007.86
1112023.01.12 00:32buy560.011.084521.078371.08737
1122023.01.12 00:38close560.011.084831.078371.087370.1510008.01
1132023.01.26 00:22sell570.011.097081.102851.09385
1142023.01.26 00:27close570.011.096921.102851.093850.0610008.07
1152023.02.08 00:58sell580.011.100681.106661.09766
1162023.02.08 02:39close580.011.101051.106661.09766-0.2710007.80