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

SymbolGBPUSD (British Pound vs US Dollar)
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="Inco GBPUSD X7"; MagicNumber=50775; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=true; LMRoundingLot=0; LMMaxLot=0; LMKeepTrack=true; LMFirstLevelToMultiply=10; LMNumberOfLevelsToMultiply=0; LMLotFactor=1.1; LMIncrementPercent=30; LMChangeEvery=0; LMChangeFactor=1.19; GridMode=1; GridTimeframMode=1; SMStr="======= Grid spacing ========"; SMFirstStep=200; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=0; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=19; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=10; TicksToAverageSpread=25; RangeFilterPips=200; ATRFilterTimeFrame=60; ATRFilterPeriod=9; MaxATRPips=42; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=36; TakeProfitPips=22; UseDynamicTake=true; MinutesToGiveUp=35; GiveUpPips=10; OrderTimeToLiveMinutes=160; CloseWhenOutOfChannelAfterMinutes=150; IncognitoGiveUpMinutes=30; CloseMinutesAfterSession=230; 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="00:00-01:00"; 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=0; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=false; StartTradeHourS=17; 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=30; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0;
Bars in test144282Ticks modelled48171138Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit9.78Gross profit18.19Gross loss-8.41
Profit factor2.16Expected payoff0.15
Absolute drawdown0.68Maximal drawdown6.09 (0.06%)Relative drawdown0.06% (6.09)
Total trades67Short positions (won %)30 (76.67%)Long positions (won %)37 (70.27%)
Profit trades (% of total)49 (73.13%)Loss trades (% of total)18 (26.87%)
Largestprofit trade1.28loss trade-3.97
Averageprofit trade0.37loss trade-0.47
Maximumconsecutive wins (profit in money)10 (5.21)consecutive losses (loss in money)2 (-1.09)
Maximalconsecutive profit (count of wins)5.21 (10)consecutive loss (count of losses)-3.97 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.08 00:08buy10.011.382211.378611.38441
22021.03.08 00:49close10.011.383481.378611.384411.2310001.23
32021.03.22 00:01buy20.011.383991.380391.38619
42021.03.22 01:10close20.011.384491.380391.386190.4610001.69
52021.04.01 00:21buy30.011.377641.374041.37984
62021.04.01 00:55close30.011.378181.374041.379840.5010002.19
72021.04.07 00:08buy40.011.382171.378571.38437
82021.04.07 01:01close40.011.382361.378571.384370.1510002.34
92021.04.19 00:05buy50.011.383191.379591.38539
102021.04.19 01:00close50.011.383371.379591.385390.1410002.48
112021.04.20 00:19buy60.011.398321.394721.40052
122021.04.20 01:01close60.011.398521.394721.400520.1610002.64
132021.04.28 00:07sell70.011.390941.394541.38874
142021.04.28 00:22close70.011.390351.394541.388740.5510003.19
152021.06.07 00:00buy80.011.415761.412161.41796
162021.06.07 00:43close80.011.415871.412161.417960.0710003.26
172021.06.10 00:04sell90.011.411401.415001.40920
182021.06.10 01:03close90.011.411561.415001.40920-0.2010003.06
192021.06.22 00:07sell100.011.393601.397201.39140
202021.06.22 01:08close100.011.393531.397201.391400.0310003.09
212021.07.01 00:13buy110.011.382811.379211.38501
222021.07.01 00:52close110.011.383051.379211.385010.2010003.29
232021.08.13 00:05sell120.011.380921.384521.37872
242021.08.13 01:13close120.011.381121.384521.37872-0.2410003.05
252021.08.16 00:05buy130.011.386361.382761.38856
262021.08.16 01:00close130.011.386251.382761.38856-0.1510002.90
272021.08.23 00:14buy140.011.362001.358401.36420
282021.08.23 01:07close140.011.362111.358401.364200.0710002.97
292021.09.09 00:29buy150.011.377081.373481.37928
302021.09.09 01:00close150.011.377411.373481.379280.2910003.26
312021.10.07 00:00buy160.011.358431.354831.36063
322021.10.07 01:00close160.011.358441.354831.36063-0.0310003.23
332021.11.08 00:00buy170.011.348481.344881.35068
342021.11.08 00:38close170.011.349221.344881.350680.7010003.93
352021.11.10 00:12buy180.011.355721.352121.35792
362021.11.10 01:02close180.011.356051.352121.357920.2910004.22
372021.11.12 00:04sell190.011.336931.340531.33473
382021.11.12 00:49close190.011.336711.340531.334730.1810004.40
392021.11.17 00:00sell200.011.342891.346491.34069
402021.11.17 01:00close200.011.342751.346491.340690.1010004.50
412021.12.02 00:01sell210.011.328021.331621.32582
422021.12.02 01:01close210.011.327621.331621.325820.3610004.86
432021.12.13 00:00buy220.011.325661.322061.32786
442021.12.13 01:00close220.011.325921.322061.327860.2210005.08
452022.01.17 00:37buy230.011.367131.363531.36933
462022.01.17 01:27close230.011.367061.363531.36933-0.1110004.97
472022.01.19 00:38sell240.011.359881.363481.35768
482022.01.19 01:19close240.011.359811.363481.357680.0310005.00
492022.01.20 00:34buy250.011.360941.357341.36314
502022.01.20 01:16close250.011.361021.357341.363140.0410005.04
512022.02.07 00:13sell260.011.354491.358091.35229
522022.02.07 00:47close260.011.353171.358091.352291.2810006.32
532022.02.08 00:01sell270.011.353661.357261.35146
542022.02.08 00:58close270.011.353531.357261.351460.0910006.41
552022.02.16 00:06buy280.011.353251.349651.35545
562022.02.16 00:45close280.011.354001.349651.355450.7110007.12
572022.02.18 00:17buy290.011.361121.357521.36332
582022.02.18 00:43close290.011.361671.357521.363320.5110007.63
592022.02.28 00:00buy300.011.332961.329361.33516
602022.02.28 00:48close300.011.334061.329361.335161.0610008.69
612022.03.04 00:29sell310.011.335431.339031.33323
622022.03.04 01:00close310.011.334721.339031.333230.6710009.36
632022.03.22 00:02sell320.011.317231.320831.31503
642022.03.22 01:01close320.011.316741.320831.315030.4510009.81
652022.03.23 00:21sell330.011.326531.330131.32433
662022.03.23 01:02close330.011.326121.330131.324330.3710010.18
672022.03.24 00:03buy340.011.320421.316821.32262
682022.03.24 01:01close340.011.320451.316821.32262-0.0110010.17
692022.04.04 00:02buy350.011.310331.306731.31253
702022.04.04 01:00close350.011.310711.306731.312530.3410010.51
712022.04.06 00:21sell360.011.307211.311881.30608
722022.04.06 00:54close360.011.307781.311881.30608-0.6110009.90
732022.04.07 00:00buy370.011.307071.303111.30891
742022.04.07 01:02close370.011.306631.303111.30891-0.4810009.42
752022.04.08 00:21sell380.011.308251.311821.30602
762022.04.08 01:00close380.011.307691.311821.306020.5210009.94
772022.04.12 00:00sell390.011.303031.306631.30083
782022.04.12 01:07close390.011.303091.306631.30083-0.1010009.84
792022.04.20 00:15buy400.011.299741.295821.30162
802022.04.20 00:50close400.011.299751.295821.30162-0.0310009.81
812022.05.09 00:01sell410.011.234781.238381.23258
822022.05.09 00:45close410.011.234161.238381.232580.5810010.39
832022.05.10 00:37buy420.011.232991.229161.23496
842022.05.10 01:09close420.011.233001.229161.23496-0.0310010.36
852022.05.18 00:06sell430.011.249301.252951.24715
862022.05.18 01:02close430.011.249191.252951.247150.0710010.43
872022.05.31 00:10buy440.011.265061.261461.26726
882022.05.31 00:54close440.011.265261.261461.267260.1610010.59
892022.06.24 00:27buy450.011.225581.221941.22774
902022.06.24 01:00close450.011.225691.221941.227740.0710010.66
912022.07.06 00:09buy460.011.195441.191161.19696
922022.07.06 00:57close460.011.195401.191161.19696-0.0810010.58
932022.07.28 00:09buy470.011.214991.211391.21719
942022.07.28 00:37close470.011.215611.211391.217190.5810011.16
952022.08.10 00:06sell480.011.207501.212271.20647
962022.08.10 00:42close480.011.207791.212271.20647-0.3310010.83
972022.08.18 00:11sell490.011.205231.209001.20320
982022.08.18 00:55close490.011.205181.209001.203200.0110010.84
992022.08.30 00:00sell500.011.170721.174321.16852
1002022.08.30 00:31close500.011.170291.174321.168520.3910011.23
1012022.08.30 00:50sell510.011.170501.174461.16866
1022022.08.30 01:27close510.011.170731.174461.16866-0.2710010.96
1032022.09.05 00:00buy520.011.148151.144561.15036
1042022.09.05 01:01close520.011.149331.144561.150361.1410012.10
1052022.09.12 00:00sell530.011.163761.167381.16158
1062022.09.12 01:01close530.011.162721.167381.161581.0010013.10
1072022.09.15 00:17sell540.011.154601.158201.15240
1082022.09.15 00:47close540.011.154181.158201.152400.3810013.48
1092022.09.21 00:09buy550.011.137851.134251.14005
1102022.09.21 00:45close550.011.137921.134251.140050.0310013.51
1112022.10.06 00:04buy560.011.131131.127531.13333
1122022.10.06 00:45close560.011.132041.127531.133330.8710014.38
1132022.11.14 00:10buy570.011.180871.177271.18307
1142022.11.14 00:19s/l570.011.176941.177271.18307-3.9710010.41
1152022.11.21 00:06sell580.011.189681.193281.18748
1162022.11.21 01:20close580.011.189311.193281.187480.3310010.74
1172022.11.28 00:05buy590.011.207261.203661.20946
1182022.11.28 02:02close590.011.206121.203661.20946-1.1810009.56
1192022.11.30 00:06sell600.011.195651.199251.19345
1202022.11.30 01:00close600.011.195471.199251.193450.1410009.70
1212022.12.09 00:22buy610.011.223181.219581.22538
1222022.12.09 01:01close610.011.223431.219581.225380.2110009.91
1232022.12.20 00:06sell620.011.214941.218541.21274
1242022.12.20 00:41close620.011.214901.218541.212740.0010009.91
1252023.01.16 00:06buy630.011.222711.219111.22491
1262023.01.16 01:00close630.011.222961.219111.224910.2110010.12
1272023.01.17 00:13sell640.011.219771.223541.21774
1282023.01.17 01:10close640.011.220151.223541.21774-0.4210009.70
1292023.01.19 00:06sell650.011.234771.238371.23257
1302023.01.19 01:00close650.011.234711.238371.232570.0210009.72
1312023.01.24 00:10sell660.011.238231.241831.23603
1322023.01.24 00:43close660.011.237961.241831.236030.2310009.95
1332023.01.27 00:27buy670.011.240831.237231.24303
1342023.01.27 01:06close670.011.240701.237231.24303-0.1710009.78