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

SymbolEURCAD (Euro vs Canadian 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 EURCAD 5.0"; MagicNumber=5450; 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=0.6; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=22; ChannelFactor=1.5; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=7; TicksToAverageSpread=25; RangeFilterPips=150; ATRFilterTimeFrame=60; ATRFilterPeriod=1; MaxATRPips=45; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=2; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=30; TakeProfitPips=35; UseDynamicTake=false; MinutesToGiveUp=35; GiveUpPips=10; OrderTimeToLiveMinutes=70; CloseWhenOutOfChannelAfterMinutes=120; IncognitoGiveUpMinutes=4; CloseMinutesAfterSession=160; 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=5; FreezeMinutesAfterRollover=15; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=50; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test141660Ticks modelled46527426Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1.93Gross profit4.61Gross loss-2.68
Profit factor1.72Expected payoff0.09
Absolute drawdown1.04Maximal drawdown3.10 (0.03%)Relative drawdown0.03% (3.10)
Total trades21Short positions (won %)10 (60.00%)Long positions (won %)11 (81.82%)
Profit trades (% of total)15 (71.43%)Loss trades (% of total)6 (28.57%)
Largestprofit trade1.41loss trade-2.30
Averageprofit trade0.31loss trade-0.45
Maximumconsecutive wins (profit in money)4 (0.99)consecutive losses (loss in money)2 (-0.15)
Maximalconsecutive profit (count of wins)1.64 (3)consecutive loss (count of losses)-2.30 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.22 00:02buy10.011.487491.484491.49099
22021.03.22 01:00close10.011.487621.484491.490990.0610000.06
32021.03.30 00:01buy20.011.481021.478021.48452
42021.03.30 00:16close20.011.481571.478021.484520.3710000.43
52021.03.31 00:09buy30.011.479451.476451.48295
62021.03.31 00:48close30.011.479771.476451.482950.2010000.63
72021.03.31 00:53buy40.011.479041.476041.48254
82021.03.31 01:00close40.011.479571.476041.482540.3610000.99
92021.04.13 00:23sell50.011.496651.499651.49315
102021.04.13 01:09close50.011.496621.499651.49315-0.0110000.98
112021.04.16 00:55sell60.011.502371.505371.49887
122021.04.16 00:59close60.011.501501.505371.498870.6110001.59
132021.04.28 00:00sell70.011.499491.502491.49599
142021.04.28 01:10close70.011.499681.502491.49599-0.1910001.40
152021.05.12 00:05sell80.011.470041.473041.46654
162021.05.12 00:42close80.011.469871.473041.466540.0910001.49
172021.05.26 00:01sell90.011.478341.481341.47484
182021.05.26 00:45close90.011.478041.481341.474840.1810001.67
192021.06.02 00:04buy100.011.474411.471411.47791
202021.06.02 01:00close100.011.474511.471411.477910.0410001.71
212021.09.29 00:05sell110.011.482341.485341.47884
222021.09.29 01:00close110.011.482131.485341.478840.1210001.83
232021.11.29 00:10buy120.011.442961.439961.44646
242021.11.29 01:01s/l120.011.439941.439961.44646-2.309999.53
252022.02.21 00:04buy130.011.443201.440201.44670
262022.02.21 01:00close130.011.444031.440201.446700.5810000.11
272022.04.27 00:04sell140.011.364521.367521.36102
282022.04.27 00:59close140.011.364521.367521.36102-0.0410000.07
292022.08.23 00:04sell150.011.298011.301081.29458
302022.08.23 01:00close150.011.298101.301081.29458-0.119999.96
312022.09.07 00:04sell160.011.303061.306061.29956
322022.09.07 01:00close160.011.302781.306061.299560.1610000.12
332022.09.12 00:21sell170.011.315261.318261.31176
342022.09.12 01:11close170.011.313321.318261.311761.4110001.53
352022.10.17 00:12buy180.011.349391.346211.35271
362022.10.17 00:42close180.011.349541.346211.352710.0710001.60
372022.11.08 00:07buy190.011.351681.348701.35520
382022.11.08 01:00close190.011.351691.348701.35520-0.0310001.57
392022.11.14 00:11buy200.011.371911.368691.37519
402022.11.14 00:21close200.011.372431.368691.375190.3510001.92
412022.11.28 00:05buy210.011.389971.386971.39347
422022.11.28 01:00close210.011.390031.386971.393470.0110001.93