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

SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:35 (2021.01.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit CHFJPY 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=1.1; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=35; ChannelFactor=1.5; FirstBarForPriceAveraging=0; CorrectionPips=-0.2; OpenDeviationPips=1.5; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=8; TicksToAverageSpread=25; RangeFilterPips=90; ATRFilterTimeFrame=60; ATRFilterPeriod=26; MaxATRPips=20; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=4; WaitMinutesAfterLoss=80; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=50; TakeProfitPips=30; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=110; CloseWhenOutOfChannelAfterMinutes=160; IncognitoGiveUpMinutes=2; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=200; 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=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 test144354Ticks modelled45938417Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit2.24Gross profit3.53Gross loss-1.29
Profit factor2.74Expected payoff0.10
Absolute drawdown2.35Maximal drawdown2.84 (0.03%)Relative drawdown0.03% (2.84)
Total trades23Short positions (won %)15 (73.33%)Long positions (won %)8 (75.00%)
Profit trades (% of total)17 (73.91%)Loss trades (% of total)6 (26.09%)
Largestprofit trade0.61loss trade-0.48
Averageprofit trade0.21loss trade-0.21
Maximumconsecutive wins (profit in money)9 (1.85)consecutive losses (loss in money)2 (-0.16)
Maximalconsecutive profit (count of wins)1.85 (9)consecutive loss (count of losses)-0.48 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:39sell10.01116.944117.444116.644
22021.03.10 02:00close10.01116.971117.444116.644-0.259999.75
32021.03.16 00:41sell20.01117.722118.222117.422
42021.03.16 01:00close20.01117.673118.222117.4220.3310000.08
52021.03.23 00:01sell30.01117.875118.375117.575
62021.03.23 01:05close30.01117.869118.375117.5750.0110000.09
72021.03.26 00:20sell40.01116.207116.707115.907
82021.03.26 01:01close40.01116.180116.707115.9070.1710000.26
92021.04.01 00:02sell50.01117.294117.794116.994
102021.04.01 01:58close50.01117.352117.794116.994-0.489999.78
112021.04.07 00:01buy60.01117.863117.363118.163
122021.04.07 01:00close60.01117.873117.363118.1630.039999.81
132021.04.08 00:01buy70.01118.062117.562118.362
142021.04.08 00:48close70.01118.090117.562118.3620.179999.98
152021.04.28 00:04sell80.01119.003119.503118.703
162021.04.28 00:34close80.01118.972119.503118.7030.2010000.18
172021.05.04 00:22sell90.01119.768120.268119.468
182021.05.04 00:53close90.01119.722120.268119.4680.3110000.49
192021.05.06 00:23sell100.01119.650120.150119.350
202021.05.06 00:25close100.01119.600120.150119.3500.3410000.83
212021.05.07 00:00sell110.01120.196120.696119.896
222021.05.07 01:18close110.01120.156120.696119.8960.2710001.10
232021.05.18 00:03buy120.01120.920120.420121.220
242021.05.18 00:32close120.01120.947120.420121.2200.1610001.26
252021.05.19 00:00buy130.01121.311120.811121.611
262021.05.19 01:00close130.01121.337120.811121.6110.1610001.42
272021.06.02 00:06sell140.01122.074122.574121.774
282021.06.02 00:24close140.01122.041122.574121.7740.2110001.63
292021.06.08 00:00buy150.01121.725121.225122.025
302021.06.08 01:00close150.01121.718121.225122.025-0.1010001.53
312021.08.27 00:11sell160.01119.912120.412119.612
322021.08.27 01:15close160.01119.915120.412119.612-0.0610001.47
332021.08.30 00:05buy170.01120.421119.921120.721
342021.08.30 01:00close170.01120.506119.921120.7210.6110002.08
352021.09.01 00:04sell180.01120.204120.704119.904
362021.09.01 01:12close180.01120.201120.704119.904-0.0110002.07
372021.11.12 00:04sell190.01123.856124.356123.556
382021.11.12 01:01close190.01123.835124.356123.5560.1210002.19
392022.01.14 00:21sell200.01125.328125.828125.028
402022.01.14 01:35close200.01125.319125.828125.0280.0310002.22
412022.02.21 00:24buy210.01124.844124.344125.144
422022.02.21 01:50close210.01124.797124.344125.144-0.3910001.83
432022.02.28 00:41buy220.01124.641124.141124.941
442022.02.28 01:19close220.01124.694124.141124.9410.3610002.19
452022.03.04 00:00sell230.01125.855126.355125.555
462022.03.04 01:52close230.01125.843126.355125.5550.0510002.24