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

SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2021.03.05 15:40 - 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 EURAUD 3.16"; MagicNumber=5416; 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=25; ChannelFactor=1.3; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=5; TicksToAverageSpread=25; RangeFilterPips=155; ATRFilterTimeFrame=15; ATRFilterPeriod=0; MaxATRPips=15; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=13; WaitMinutesAfterLoss=1; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=46; TakeProfitPips=27; UseDynamicTake=true; MinutesToGiveUp=15; GiveUpPips=26; OrderTimeToLiveMinutes=105; CloseWhenOutOfChannelAfterMinutes=160; IncognitoGiveUpMinutes=10; CloseMinutesAfterSession=140; TimeToStartTrailingMinutes=255; TrailingSpeedPipsPerCandle=1.8; 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=false; RolloverStopPips=30; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test144588Ticks modelled59077823Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit10.37Gross profit20.86Gross loss-10.49
Profit factor1.99Expected payoff0.14
Absolute drawdown0.45Maximal drawdown4.30 (0.04%)Relative drawdown0.04% (4.30)
Total trades72Short positions (won %)48 (72.92%)Long positions (won %)24 (75.00%)
Profit trades (% of total)53 (73.61%)Loss trades (% of total)19 (26.39%)
Largestprofit trade2.20loss trade-3.30
Averageprofit trade0.39loss trade-0.55
Maximumconsecutive wins (profit in money)12 (4.08)consecutive losses (loss in money)3 (-0.16)
Maximalconsecutive profit (count of wins)5.11 (8)consecutive loss (count of losses)-3.34 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.09 00:53buy10.011.549031.544431.55173
22021.03.09 00:59close10.011.550221.544431.551730.7810000.78
32021.03.10 00:06sell20.011.542971.547571.54027
42021.03.10 00:52close20.011.542511.547571.540270.2810001.06
52021.03.11 00:18sell30.011.542231.546831.53953
62021.03.11 00:27close30.011.541241.546831.539530.6410001.70
72021.03.11 00:58sell40.011.542531.547131.53983
82021.03.11 01:18close40.011.542191.547131.539830.2010001.90
92021.03.12 00:01buy50.011.538161.533561.54086
102021.03.12 00:29close50.011.538701.533561.540860.3410002.24
112021.03.18 00:31sell60.011.536491.541091.53379
122021.03.18 01:00close60.011.536031.541091.533790.2810002.52
132021.03.24 00:57buy70.011.552571.547971.55527
142021.03.24 01:11close70.011.553791.547971.555270.8110003.33
152021.03.25 00:23sell80.011.558141.562741.55544
162021.03.25 00:56close80.011.557711.562741.555440.2610003.59
172021.03.30 00:53sell90.011.541891.546491.53919
182021.03.30 01:00close90.011.541111.546491.539190.5010004.09
192021.03.31 00:00buy100.011.542671.538071.54537
202021.03.31 01:06close100.011.542601.538071.54537-0.0910004.00
212021.04.09 00:07sell110.011.557311.561911.55461
222021.04.09 01:01close110.011.557131.561911.554610.0910004.09
232021.04.23 00:13sell120.011.559291.563891.55659
242021.04.23 00:59close120.011.559171.563891.556590.0510004.14
252021.04.26 00:00sell130.011.562081.566681.55938
262021.04.26 01:01close130.011.561031.566681.559380.6910004.83
272021.04.28 00:19sell140.011.556821.561421.55412
282021.04.28 00:35close140.011.556471.561421.554120.2010005.03
292021.06.17 00:48buy150.011.575651.571051.57835
302021.06.17 01:02close150.011.576121.571051.578350.2910005.32
312021.06.29 00:06sell160.011.576381.580981.57368
322021.06.29 00:25close160.011.576201.580981.573680.0810005.40
332021.07.13 00:21sell170.011.585981.590581.58328
342021.07.13 00:41close170.011.585751.590581.583280.1210005.52
352021.11.29 00:09buy180.011.586911.582311.58961
362021.11.29 00:22close180.011.588711.582311.589611.2110006.73
372021.11.30 00:09buy190.011.580451.575851.58315
382021.11.30 00:30close190.011.581171.575851.583150.4610007.19
392021.12.01 00:58sell200.011.591431.596031.58873
402021.12.01 01:04close200.011.590561.596031.588730.5610007.75
412021.12.07 00:10buy210.011.599951.595351.60265
422021.12.07 00:31close210.011.600481.595351.602650.3210008.07
432021.12.08 00:53sell220.011.583291.587891.58059
442021.12.08 01:44close220.011.583211.587891.580590.0110008.08
452021.12.09 00:56sell230.011.582311.586911.57961
462021.12.09 01:58close230.011.582501.586911.57961-0.1710007.91
472021.12.10 00:44sell240.011.580401.585001.57770
482021.12.10 01:21close240.011.580321.585001.577700.0110007.92
492021.12.16 00:33sell250.011.575381.579981.57268
502021.12.16 01:02close250.011.574901.579981.572680.2910008.21
512021.12.17 00:58sell260.011.578171.582771.57547
522021.12.17 02:04close260.011.578741.582771.57547-0.4410007.77
532021.12.20 00:17buy270.011.576141.571541.57884
542021.12.20 01:01close270.011.576521.571541.578840.2210007.99
552021.12.22 00:45sell280.011.578051.582651.57535
562021.12.22 02:30close280.011.579441.582651.57535-1.0010006.99
572021.12.23 00:02buy290.011.569841.565241.57254
582021.12.23 00:23close290.011.570171.565241.572540.1910007.18
592021.12.23 00:58sell300.011.571181.575781.56848
602021.12.23 01:05close300.011.570241.575781.568480.6110007.79
612022.01.06 00:56sell310.011.567541.572141.56484
622022.01.06 01:00close310.011.566521.572141.564840.6710008.46
632022.01.07 00:59sell320.011.577611.582211.57491
642022.01.07 01:09close320.011.576731.582211.574910.5710009.03
652022.01.12 00:57sell330.011.577151.581751.57445
662022.01.12 01:05close330.011.576591.581751.574450.3510009.38
672022.01.13 00:20sell340.011.571121.575721.56842
682022.01.13 00:34close340.011.570831.575721.568420.1610009.54
692022.01.19 00:59sell350.011.576891.581491.57419
702022.01.19 01:08close350.011.576251.581491.574190.4110009.95
712022.01.21 00:58sell360.011.565481.570081.56278
722022.01.21 02:21s/l360.011.570181.570081.56278-3.3010006.65
732022.01.27 00:56buy370.011.579081.574481.58178
742022.01.27 01:45close370.011.579081.574481.58178-0.0410006.61
752022.01.28 00:29buy380.011.584011.579411.58671
762022.01.28 00:52close380.011.584601.579411.586710.3710006.98
772022.02.01 00:50buy390.011.588821.584221.59152
782022.02.01 00:57close390.011.589671.584221.591520.5510007.53
792022.02.10 00:33sell400.011.591161.595761.58846
802022.02.10 00:50close400.011.590961.595761.588460.1010007.63
812022.02.17 00:19sell410.011.581211.585811.57851
822022.02.17 00:59close410.011.580921.585811.578510.1710007.80
832022.02.22 00:54sell420.011.573511.578111.57081
842022.02.22 01:05close420.011.573081.578111.570810.2510008.05
852022.03.01 00:59sell430.011.545281.549941.54264
862022.03.01 01:05close430.011.544351.549941.542640.6010008.65
872022.03.04 00:02buy440.011.509761.505161.51246
882022.03.04 00:15close440.011.510241.505161.512460.3010008.95
892022.03.15 00:16buy450.011.522271.516031.52333
902022.03.15 00:16close450.011.521481.516031.52333-0.5910008.36
912022.03.15 00:17buy460.011.522301.516001.52330
922022.03.15 00:27close460.011.521801.516001.52330-0.3910007.97
932022.03.16 00:02sell470.011.522371.527191.51989
942022.03.16 00:55close470.011.521991.527191.519890.2310008.20
952022.03.24 00:02sell480.011.467891.472521.46522
962022.03.24 01:09close480.011.467901.472521.46522-0.0510008.15
972022.04.05 00:21sell490.011.454661.459401.45210
982022.04.05 01:00close490.011.454711.459401.45210-0.0710008.08
992022.04.27 00:00sell500.011.493291.498401.49110
1002022.04.27 01:00close500.011.493291.498401.49110-0.0410008.04
1012022.04.28 00:38buy510.011.481151.476501.48380
1022022.04.28 00:56close510.011.481561.476501.483800.2410008.28
1032022.06.15 00:27buy520.011.515521.510461.51776
1042022.06.15 01:10close520.011.515261.510461.51776-0.2210008.06
1052022.08.04 00:53sell530.011.463441.468321.46102
1062022.08.04 01:07close530.011.463221.468321.461020.1110008.17
1072022.09.12 00:08sell540.011.476751.481351.47405
1082022.09.12 01:00t/p540.011.473521.481351.474052.2010010.37
1092022.09.14 00:26buy550.011.480361.475761.48306
1102022.09.14 01:03close550.011.480521.475761.483060.0810010.45
1112022.11.08 00:31sell560.011.547321.552011.54471
1122022.11.08 00:56close560.011.547051.552011.544710.1510010.60
1132022.11.14 00:06buy570.011.541661.537011.54431
1142022.11.14 00:17close570.011.543851.537011.544311.4810012.08
1152022.11.17 00:41sell580.011.543011.547671.54037
1162022.11.17 01:05close580.011.542451.547671.540370.3510012.43
1172022.11.18 00:58sell590.011.549891.554891.54759
1182022.11.18 01:07close590.011.549421.554891.547590.2810012.71
1192022.11.22 00:54buy600.011.550311.545711.55301
1202022.11.22 01:00close600.011.551031.545711.553010.4610013.17
1212022.11.25 00:30sell610.011.539031.543811.53651
1222022.11.25 01:00close610.011.539401.543811.53651-0.3010012.87
1232022.11.30 00:35sell620.011.544611.549681.54238
1242022.11.30 01:51close620.011.545631.549681.54238-0.7510012.12
1252023.01.05 00:41sell630.011.551321.556141.54884
1262023.01.05 02:26close630.011.554311.556141.54884-2.1210010.00
1272023.01.06 00:49buy640.011.556981.552351.55965
1282023.01.06 01:00close640.011.557921.552351.559650.6110010.61
1292023.01.12 00:30sell650.011.557751.562331.55503
1302023.01.12 01:03close650.011.557611.562331.555030.0610010.67
1312023.01.24 00:12sell660.011.547111.551711.54441
1322023.01.24 00:57close660.011.547151.551711.54441-0.0710010.60
1332023.01.26 00:27sell670.011.537001.541601.53430
1342023.01.26 00:50close670.011.536691.541601.534300.1710010.77
1352023.01.31 00:18sell680.011.537351.542041.53474
1362023.01.31 01:38close680.011.537821.542041.53474-0.3610010.41
1372023.02.03 00:27sell690.011.541521.546821.53952
1382023.02.03 00:40close690.011.542101.546821.53952-0.4410009.97
1392023.02.03 00:57sell700.011.542181.546951.53965
1402023.02.03 01:09close700.011.541731.546951.539650.2810010.25
1412023.02.07 00:58buy710.011.557941.553191.56049
1422023.02.07 01:22close710.011.557931.553191.56049-0.0510010.20
1432023.02.08 00:50buy720.011.541281.536681.54398
1442023.02.08 01:07close720.011.541591.536681.543980.1710010.37