| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:35 (2021.01.10 - 2023.02.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | GeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit EURJPY 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=35; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0.5; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=9; TicksToAverageSpread=25; RangeFilterPips=120; ATRFilterTimeFrame=60; ATRFilterPeriod=30; MaxATRPips=40; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2500; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=40; TakeProfitPips=35; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=110; IncognitoGiveUpMinutes=6; 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 test | 144414 | Ticks modelled | 61406300 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -3.19 | Gross profit | 15.84 | Gross loss | -19.03 |
| Profit factor | 0.83 | Expected payoff | -0.05 | ||
| Absolute drawdown | 5.35 | Maximal drawdown | 9.65 (0.10%) | Relative drawdown | 0.10% (9.65) |
| Total trades | 60 | Short positions (won %) | 32 (62.50%) | Long positions (won %) | 28 (75.00%) |
| Profit trades (% of total) | 41 (68.33%) | Loss trades (% of total) | 19 (31.67%) | ||
| Largest | profit trade | 1.86 | loss trade | -3.31 | |
| Average | profit trade | 0.39 | loss trade | -1.00 | |
| Maximum | consecutive wins (profit in money) | 8 (2.37) | consecutive losses (loss in money) | 3 (-3.97) | |
| Maximal | consecutive profit (count of wins) | 3.47 (6) | consecutive loss (count of losses) | -5.82 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2021.03.11 00:28 | sell | 1 | 0.01 | 129.331 | 129.731 | 128.981 | ||
| 2 | 2021.03.11 01:35 | close | 1 | 0.01 | 129.309 | 129.731 | 128.981 | 0.12 | 10000.12 |
| 3 | 2021.03.16 00:07 | sell | 2 | 0.01 | 130.260 | 130.660 | 129.910 | ||
| 4 | 2021.03.16 00:12 | close | 2 | 0.01 | 130.132 | 130.660 | 129.910 | 0.94 | 10001.06 |
| 5 | 2021.03.22 00:05 | buy | 3 | 0.01 | 129.085 | 128.685 | 129.435 | ||
| 6 | 2021.03.22 01:09 | close | 3 | 0.01 | 129.334 | 128.685 | 129.435 | 1.86 | 10002.92 |
| 7 | 2021.04.12 00:05 | buy | 4 | 0.01 | 130.443 | 130.043 | 130.793 | ||
| 8 | 2021.04.12 00:44 | close | 4 | 0.01 | 130.486 | 130.043 | 130.793 | 0.29 | 10003.21 |
| 9 | 2021.04.13 00:28 | sell | 5 | 0.01 | 130.334 | 130.734 | 129.984 | ||
| 10 | 2021.04.13 01:00 | close | 5 | 0.01 | 130.307 | 130.734 | 129.984 | 0.17 | 10003.38 |
| 11 | 2021.04.14 00:26 | sell | 6 | 0.01 | 130.344 | 130.744 | 129.994 | ||
| 12 | 2021.04.14 01:14 | close | 6 | 0.01 | 130.326 | 130.744 | 129.994 | 0.09 | 10003.47 |
| 13 | 2021.05.26 00:02 | sell | 7 | 0.01 | 133.262 | 133.662 | 132.912 | ||
| 14 | 2021.05.26 02:05 | close | 7 | 0.01 | 133.275 | 133.662 | 132.912 | -0.14 | 10003.33 |
| 15 | 2021.06.29 00:00 | sell | 8 | 0.01 | 131.930 | 132.330 | 131.580 | ||
| 16 | 2021.06.29 01:00 | close | 8 | 0.01 | 131.910 | 132.330 | 131.580 | 0.11 | 10003.44 |
| 17 | 2021.09.09 00:04 | buy | 9 | 0.01 | 130.274 | 129.874 | 130.624 | ||
| 18 | 2021.09.09 00:46 | close | 9 | 0.01 | 130.297 | 129.874 | 130.624 | 0.13 | 10003.57 |
| 19 | 2021.10.27 00:20 | buy | 10 | 0.01 | 132.346 | 131.946 | 132.696 | ||
| 20 | 2021.10.27 01:00 | close | 10 | 0.01 | 132.363 | 131.946 | 132.696 | 0.09 | 10003.66 |
| 21 | 2021.11.01 00:10 | sell | 11 | 0.01 | 131.842 | 132.242 | 131.492 | ||
| 22 | 2021.11.01 02:25 | close | 11 | 0.01 | 131.987 | 132.242 | 131.492 | -1.14 | 10002.52 |
| 23 | 2021.11.15 00:05 | sell | 12 | 0.01 | 130.419 | 130.819 | 130.069 | ||
| 24 | 2021.11.15 01:01 | close | 12 | 0.01 | 130.388 | 130.819 | 130.069 | 0.20 | 10002.72 |
| 25 | 2021.11.30 00:54 | sell | 13 | 0.01 | 128.270 | 128.670 | 127.920 | ||
| 26 | 2021.11.30 02:46 | close | 13 | 0.01 | 128.432 | 128.670 | 127.920 | -1.27 | 10001.45 |
| 27 | 2021.12.02 00:01 | buy | 14 | 0.01 | 127.582 | 127.182 | 127.932 | ||
| 28 | 2021.12.02 00:06 | close | 14 | 0.01 | 127.664 | 127.182 | 127.932 | 0.58 | 10002.03 |
| 29 | 2021.12.06 00:34 | sell | 15 | 0.01 | 127.679 | 128.079 | 127.329 | ||
| 30 | 2021.12.06 02:01 | close | 15 | 0.01 | 127.698 | 128.079 | 127.329 | -0.18 | 10001.85 |
| 31 | 2021.12.14 00:02 | buy | 16 | 0.01 | 128.121 | 127.721 | 128.471 | ||
| 32 | 2021.12.14 00:33 | close | 16 | 0.01 | 128.167 | 127.721 | 128.471 | 0.31 | 10002.16 |
| 33 | 2021.12.22 00:00 | sell | 17 | 0.01 | 128.763 | 129.163 | 128.413 | ||
| 34 | 2021.12.22 00:20 | close | 17 | 0.01 | 128.724 | 129.163 | 128.413 | 0.25 | 10002.41 |
| 35 | 2021.12.23 00:02 | buy | 18 | 0.01 | 129.208 | 128.808 | 129.558 | ||
| 36 | 2021.12.23 01:28 | close | 18 | 0.01 | 129.249 | 128.808 | 129.558 | 0.27 | 10002.68 |
| 37 | 2022.01.14 00:29 | sell | 19 | 0.01 | 130.835 | 131.235 | 130.485 | ||
| 38 | 2022.01.14 01:35 | close | 19 | 0.01 | 130.782 | 131.235 | 130.485 | 0.36 | 10003.04 |
| 39 | 2022.01.17 00:52 | sell | 20 | 0.01 | 130.423 | 130.823 | 130.073 | ||
| 40 | 2022.01.17 01:16 | close | 20 | 0.01 | 130.382 | 130.823 | 130.073 | 0.27 | 10003.31 |
| 41 | 2022.01.26 00:06 | buy | 21 | 0.01 | 128.656 | 128.256 | 129.006 | ||
| 42 | 2022.01.26 01:00 | close | 21 | 0.01 | 128.694 | 128.256 | 129.006 | 0.25 | 10003.56 |
| 43 | 2022.02.07 00:00 | sell | 22 | 0.01 | 132.098 | 132.498 | 131.748 | ||
| 44 | 2022.02.07 01:41 | close | 22 | 0.01 | 132.033 | 132.498 | 131.748 | 0.45 | 10004.01 |
| 45 | 2022.02.08 00:16 | sell | 23 | 0.01 | 131.696 | 132.096 | 131.346 | ||
| 46 | 2022.02.08 01:01 | close | 23 | 0.01 | 131.664 | 132.096 | 131.346 | 0.21 | 10004.22 |
| 47 | 2022.02.09 00:12 | sell | 24 | 0.01 | 131.952 | 132.352 | 131.602 | ||
| 48 | 2022.02.09 01:59 | close | 24 | 0.01 | 131.958 | 132.352 | 131.602 | -0.08 | 10004.14 |
| 49 | 2022.02.10 00:51 | buy | 25 | 0.01 | 131.975 | 131.575 | 132.325 | ||
| 50 | 2022.02.10 01:12 | close | 25 | 0.01 | 131.986 | 131.575 | 132.325 | 0.04 | 10004.18 |
| 51 | 2022.02.21 00:04 | buy | 26 | 0.01 | 130.276 | 129.876 | 130.626 | ||
| 52 | 2022.02.21 02:14 | close | 26 | 0.01 | 130.070 | 129.876 | 130.626 | -1.61 | 10002.57 |
| 53 | 2022.02.22 00:29 | buy | 27 | 0.01 | 129.698 | 129.298 | 130.048 | ||
| 54 | 2022.02.22 02:05 | close | 27 | 0.01 | 129.641 | 129.298 | 130.048 | -0.48 | 10002.09 |
| 55 | 2022.02.24 00:24 | buy | 28 | 0.01 | 129.968 | 129.568 | 130.318 | ||
| 56 | 2022.02.24 00:30 | close | 28 | 0.01 | 130.004 | 129.568 | 130.318 | 0.24 | 10002.33 |
| 57 | 2022.03.03 00:02 | buy | 29 | 0.01 | 128.437 | 128.033 | 128.783 | ||
| 58 | 2022.03.03 02:04 | close | 29 | 0.01 | 128.424 | 128.033 | 128.783 | -0.14 | 10002.19 |
| 59 | 2022.03.15 00:16 | buy | 30 | 0.01 | 129.403 | 128.851 | 129.601 | ||
| 60 | 2022.03.15 01:00 | close | 30 | 0.01 | 129.358 | 128.851 | 129.601 | -0.38 | 10001.81 |
| 61 | 2022.03.24 00:11 | sell | 31 | 0.01 | 133.373 | 133.793 | 133.043 | ||
| 62 | 2022.03.24 01:00 | close | 31 | 0.01 | 133.340 | 133.793 | 133.043 | 0.22 | 10002.03 |
| 63 | 2022.03.28 00:47 | buy | 32 | 0.01 | 134.053 | 133.653 | 134.403 | ||
| 64 | 2022.03.28 01:03 | close | 32 | 0.01 | 134.119 | 133.653 | 134.403 | 0.46 | 10002.49 |
| 65 | 2022.04.11 00:54 | sell | 33 | 0.01 | 135.490 | 135.922 | 135.172 | ||
| 66 | 2022.04.11 01:49 | close | 33 | 0.01 | 135.411 | 135.922 | 135.172 | 0.56 | 10003.05 |
| 67 | 2022.04.19 00:59 | sell | 34 | 0.01 | 136.956 | 137.372 | 136.622 | ||
| 68 | 2022.04.19 03:04 | close | 34 | 0.01 | 137.015 | 137.372 | 136.622 | -0.49 | 10002.56 |
| 69 | 2022.04.20 00:48 | sell | 35 | 0.01 | 139.117 | 139.539 | 138.789 | ||
| 70 | 2022.04.20 01:25 | s/l | 35 | 0.01 | 139.546 | 139.539 | 138.789 | -3.31 | 9999.25 |
| 71 | 2022.04.21 00:07 | sell | 36 | 0.01 | 138.793 | 139.193 | 138.443 | ||
| 72 | 2022.04.21 01:46 | close | 36 | 0.01 | 138.811 | 139.193 | 138.443 | -0.17 | 9999.08 |
| 73 | 2022.04.28 00:03 | sell | 37 | 0.01 | 135.629 | 136.029 | 135.279 | ||
| 74 | 2022.04.28 01:05 | close | 37 | 0.01 | 135.587 | 136.029 | 135.279 | 0.28 | 9999.36 |
| 75 | 2022.07.25 00:26 | sell | 38 | 0.01 | 139.053 | 139.453 | 138.703 | ||
| 76 | 2022.07.25 02:31 | close | 38 | 0.01 | 139.125 | 139.453 | 138.703 | -0.59 | 9998.77 |
| 77 | 2022.08.04 00:13 | buy | 39 | 0.01 | 136.091 | 135.691 | 136.441 | ||
| 78 | 2022.08.04 01:05 | close | 39 | 0.01 | 136.132 | 135.691 | 136.441 | 0.27 | 9999.04 |
| 79 | 2022.08.10 00:47 | sell | 40 | 0.01 | 138.053 | 138.453 | 137.703 | ||
| 80 | 2022.08.10 01:00 | close | 40 | 0.01 | 138.005 | 138.453 | 137.703 | 0.33 | 9999.37 |
| 81 | 2022.09.12 00:05 | sell | 41 | 0.01 | 143.466 | 143.866 | 143.116 | ||
| 82 | 2022.09.12 00:53 | s/l | 41 | 0.01 | 143.868 | 143.866 | 143.116 | -3.10 | 9996.27 |
| 83 | 2022.09.26 00:11 | sell | 42 | 0.01 | 139.064 | 139.464 | 138.714 | ||
| 84 | 2022.09.26 00:58 | close | 42 | 0.01 | 138.930 | 139.464 | 138.714 | 0.99 | 9997.26 |
| 85 | 2022.10.26 00:29 | sell | 43 | 0.01 | 147.565 | 147.946 | 147.196 | ||
| 86 | 2022.10.26 01:15 | close | 43 | 0.01 | 147.475 | 147.946 | 147.196 | 0.65 | 9997.91 |
| 87 | 2022.11.03 00:47 | buy | 44 | 0.01 | 145.069 | 144.661 | 145.411 | ||
| 88 | 2022.11.03 01:14 | close | 44 | 0.01 | 145.187 | 144.661 | 145.411 | 0.85 | 9998.76 |
| 89 | 2022.11.04 00:44 | buy | 45 | 0.01 | 144.476 | 144.079 | 144.829 | ||
| 90 | 2022.11.04 01:51 | close | 45 | 0.01 | 144.489 | 144.079 | 144.829 | 0.06 | 9998.82 |
| 91 | 2022.11.08 00:06 | buy | 46 | 0.01 | 146.921 | 146.486 | 147.236 | ||
| 92 | 2022.11.08 01:03 | close | 46 | 0.01 | 146.911 | 146.486 | 147.236 | -0.11 | 9998.71 |
| 93 | 2022.11.18 00:52 | sell | 47 | 0.01 | 145.379 | 145.778 | 145.028 | ||
| 94 | 2022.11.18 01:30 | close | 47 | 0.01 | 145.349 | 145.778 | 145.028 | 0.19 | 9998.90 |
| 95 | 2022.11.22 00:39 | sell | 48 | 0.01 | 145.556 | 145.980 | 145.230 | ||
| 96 | 2022.11.22 01:09 | close | 48 | 0.01 | 145.528 | 145.980 | 145.230 | 0.18 | 9999.08 |
| 97 | 2022.11.23 00:30 | sell | 49 | 0.01 | 145.489 | 145.955 | 145.205 | ||
| 98 | 2022.11.23 01:01 | close | 49 | 0.01 | 145.485 | 145.955 | 145.205 | -0.01 | 9999.07 |
| 99 | 2022.11.28 00:06 | buy | 50 | 0.01 | 144.573 | 144.173 | 144.923 | ||
| 100 | 2022.11.28 01:00 | close | 50 | 0.01 | 144.642 | 144.173 | 144.923 | 0.49 | 9999.56 |
| 101 | 2022.12.13 00:59 | buy | 51 | 0.01 | 144.961 | 144.559 | 145.309 | ||
| 102 | 2022.12.13 01:19 | close | 51 | 0.01 | 145.020 | 144.559 | 145.309 | 0.41 | 9999.97 |
| 103 | 2022.12.20 00:14 | buy | 52 | 0.01 | 145.151 | 144.745 | 145.495 | ||
| 104 | 2022.12.20 01:00 | close | 52 | 0.01 | 145.203 | 144.745 | 145.495 | 0.36 | 10000.33 |
| 105 | 2023.01.09 00:05 | buy | 53 | 0.01 | 140.475 | 140.075 | 140.825 | ||
| 106 | 2023.01.09 00:48 | close | 53 | 0.01 | 140.543 | 140.075 | 140.825 | 0.48 | 10000.81 |
| 107 | 2023.01.23 00:08 | sell | 54 | 0.01 | 140.738 | 141.138 | 140.388 | ||
| 108 | 2023.01.23 01:06 | close | 54 | 0.01 | 140.734 | 141.138 | 140.388 | -0.01 | 10000.80 |
| 109 | 2023.01.25 00:00 | sell | 55 | 0.01 | 141.739 | 142.139 | 141.389 | ||
| 110 | 2023.01.25 01:02 | close | 55 | 0.01 | 141.681 | 142.139 | 141.389 | 0.40 | 10001.20 |
| 111 | 2023.01.26 00:56 | buy | 56 | 0.01 | 141.396 | 140.978 | 141.728 | ||
| 112 | 2023.01.26 02:50 | close | 56 | 0.01 | 141.047 | 140.978 | 141.728 | -2.70 | 9998.50 |
| 113 | 2023.01.27 00:56 | buy | 57 | 0.01 | 141.754 | 141.354 | 142.104 | ||
| 114 | 2023.01.27 01:31 | s/l | 57 | 0.01 | 141.350 | 141.354 | 142.104 | -3.12 | 9995.38 |
| 115 | 2023.01.30 00:07 | buy | 58 | 0.01 | 140.889 | 140.488 | 141.238 | ||
| 116 | 2023.01.30 01:00 | close | 58 | 0.01 | 141.075 | 140.488 | 141.238 | 1.38 | 9996.76 |
| 117 | 2023.01.31 00:34 | buy | 59 | 0.01 | 141.493 | 141.085 | 141.835 | ||
| 118 | 2023.01.31 01:25 | close | 59 | 0.01 | 141.502 | 141.085 | 141.835 | 0.03 | 9996.79 |
| 119 | 2023.02.09 00:37 | buy | 60 | 0.01 | 140.751 | 140.348 | 141.098 | ||
| 120 | 2023.02.09 01:35 | close | 60 | 0.01 | 140.758 | 140.348 | 141.098 | 0.02 | 9996.81 |