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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:40 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="Inco USDCHF 5.1"; MagicNumber=50774; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=true; 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=28; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=200; ATRFilterTimeFrame=60; ATRFilterPeriod=6; MaxATRPips=33; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=30; TakeProfitPips=25; UseDynamicTake=true; MinutesToGiveUp=120; GiveUpPips=24; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=150; IncognitoGiveUpMinutes=30; CloseMinutesAfterSession=120; 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=0; FreezeMinutesAfterRollover=0; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=true; RolloverStopPips=45; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; ConsiderLowImpactNews=false;
Bars in test143849Ticks modelled39728529Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit18.67Gross profit32.05Gross loss-13.38
Profit factor2.40Expected payoff0.15
Absolute drawdown0.58Maximal drawdown3.94 (0.04%)Relative drawdown0.04% (3.94)
Total trades127Short positions (won %)66 (80.30%)Long positions (won %)61 (72.13%)
Profit trades (% of total)97 (76.38%)Loss trades (% of total)30 (23.62%)
Largestprofit trade1.80loss trade-2.41
Averageprofit trade0.33loss trade-0.45
Maximumconsecutive wins (profit in money)20 (5.61)consecutive losses (loss in money)3 (-1.19)
Maximalconsecutive profit (count of wins)5.61 (20)consecutive loss (count of losses)-2.41 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:58buy10.011.263471.260471.26597
22021.03.10 01:49close10.011.264051.260471.265970.4210000.42
32021.03.11 00:29buy20.011.261391.258391.26389
42021.03.11 01:02close20.011.262081.258391.263890.5110000.93
52021.03.17 00:11buy30.011.243811.240811.24631
62021.03.17 02:27close30.011.244071.240811.246310.1710001.10
72021.03.19 00:05buy40.011.248851.245851.25135
82021.03.19 01:35close40.011.249101.245851.251350.1610001.26
92021.03.22 00:01sell50.011.252031.255031.24953
102021.03.22 02:05close50.011.251951.255031.249530.0210001.28
112021.03.26 00:08buy60.011.261011.258011.26351
122021.03.26 02:03close60.011.260661.258011.26351-0.3210000.96
132021.03.31 00:04buy70.011.262721.259721.26522
142021.03.31 01:33close70.011.262871.259721.265220.0810001.04
152021.04.01 00:03buy80.011.256321.253321.25882
162021.04.01 01:58close80.011.256131.253321.25882-0.1910000.85
172021.04.02 00:59buy90.011.254451.251451.25695
182021.04.02 02:05close90.011.254591.251451.256950.0710000.92
192021.04.07 00:13buy100.011.256501.253501.25900
202021.04.07 01:11close100.011.257101.253501.259000.4410001.36
212021.04.09 00:08buy110.011.256001.253001.25850
222021.04.09 01:07close110.011.256331.253001.258500.2210001.58
232021.04.16 00:55sell120.011.255251.258251.25275
242021.04.16 02:30close120.011.254561.258251.252750.5110002.09
252021.04.23 00:34sell130.011.250621.253621.24812
262021.04.23 01:46close130.011.250361.253621.248120.1710002.26
272021.04.28 00:23sell140.011.240451.243451.23795
282021.04.28 01:58close140.011.240391.243451.237950.0110002.27
292021.05.10 00:00buy150.011.212531.209531.21503
302021.05.10 01:57close150.011.212731.209531.215030.1210002.39
312021.05.11 00:11sell160.011.210051.213051.20755
322021.05.11 01:29close160.011.209891.213051.207550.0910002.48
332021.05.12 00:02sell170.011.209961.212961.20746
342021.05.12 01:05close170.011.209601.212961.207460.2610002.74
352021.05.17 00:03sell180.011.211501.214501.20900
362021.05.17 01:03close180.011.210781.214501.209000.5510003.29
372021.05.18 00:59sell190.011.207191.210191.20469
382021.05.18 02:13close190.011.206811.210191.204690.2710003.56
392021.05.28 00:25sell200.011.207011.210011.20451
402021.05.28 01:12close200.011.206671.210011.204510.2410003.80
412021.05.31 00:22buy210.011.207211.204211.20971
422021.05.31 01:19close210.011.207721.204211.209710.3810004.18
432021.06.04 00:12sell220.011.210881.213881.20838
442021.06.04 01:48close220.011.210831.213881.208380.0010004.18
452021.06.10 00:21buy230.011.210911.207911.21341
462021.06.10 01:18close230.011.211341.207911.213410.3110004.49
472021.06.11 00:47sell240.011.209881.212881.20738
482021.06.11 02:00close240.011.209521.212881.207380.2610004.75
492021.06.21 00:05sell250.011.246581.249581.24408
502021.06.21 01:07close250.011.245031.249581.244081.2010005.95
512021.06.30 00:06sell260.011.239971.242971.23747
522021.06.30 01:24close260.011.239741.242971.237470.1510006.10
532021.07.08 00:40buy270.011.247921.244921.25042
542021.07.08 02:32close270.011.248041.244921.250420.0610006.16
552021.07.09 00:22buy280.011.252821.249821.25532
562021.07.09 01:41close280.011.253251.249821.255320.3010006.46
572021.07.16 00:09buy290.011.259271.256271.26177
582021.07.16 01:44close290.011.259291.256271.26177-0.0210006.44
592021.07.28 00:03sell300.011.260081.263081.25758
602021.07.28 01:27close300.011.260061.263081.25758-0.0210006.42
612021.08.10 00:33buy310.011.257461.254461.25996
622021.08.10 02:20close310.011.257601.254461.259960.0710006.49
632021.08.11 00:02buy320.011.252241.249241.25474
642021.08.11 01:34close320.011.252181.249241.25474-0.0910006.40
652021.08.20 00:17sell330.011.282921.285921.28042
662021.08.20 01:26close330.011.282551.285921.280420.2510006.65
672021.08.23 00:14buy340.011.281991.278991.28449
682021.08.23 01:37close340.011.283031.278991.284490.7710007.42
692021.08.25 00:10buy350.011.259121.256121.26162
702021.08.25 02:05close350.011.259101.256121.26162-0.0610007.36
712021.08.31 00:21sell360.011.261191.264191.25869
722021.08.31 00:28close360.011.260551.264191.258690.4710007.83
732021.08.31 00:28buy370.011.260541.257541.26304
742021.08.31 01:36close370.011.260831.257541.263040.1910008.02
752021.09.08 00:46buy380.011.264471.261471.26697
762021.09.08 02:01close380.011.264671.261471.266970.1210008.14
772021.09.09 00:11sell390.011.269271.272271.26677
782021.09.09 01:45close390.011.269021.272271.266770.1610008.30
792021.09.10 00:04sell400.011.266211.269211.26371
802021.09.10 01:19close400.011.265991.269211.263710.1310008.43
812021.09.14 00:43buy410.011.264381.261381.26688
822021.09.14 01:58close410.011.264711.261381.266880.2210008.65
832021.09.29 00:04sell420.011.268601.271601.26610
842021.09.29 01:30close420.011.268311.271601.266100.1910008.84
852021.09.30 00:41buy430.011.275151.272151.27765
862021.09.30 01:41close430.011.275751.272151.277650.4310009.27
872021.10.01 00:08sell440.011.267881.270881.26538
882021.10.01 01:45close440.011.268121.270881.26538-0.2310009.04
892021.10.04 00:00sell450.011.264221.267221.26172
902021.10.04 01:03close450.011.263541.267221.261720.5010009.54
912021.10.05 00:06sell460.011.259001.262001.25650
922021.10.05 01:20close460.011.258711.262001.256500.1910009.73
932021.10.06 00:31sell470.011.258361.261361.25586
942021.10.06 01:23close470.011.257921.261361.255860.3110010.04
952021.10.07 00:07sell480.011.259251.262251.25675
962021.10.07 00:57close480.011.258881.262251.256750.2510010.29
972021.10.13 00:35buy490.011.246021.243021.24852
982021.10.13 01:36close490.011.246681.243021.248520.4910010.78
992021.10.22 00:23buy500.011.236631.233631.23913
1002021.10.22 01:35close500.011.237101.233631.239130.3410011.12
1012021.10.26 00:20buy510.011.238031.235031.24053
1022021.10.26 01:35close510.011.238351.235031.240530.2210011.34
1032021.10.27 00:29sell520.011.239181.242181.23668
1042021.10.27 02:08close520.011.239221.242181.23668-0.0710011.27
1052021.10.28 00:50sell530.011.236371.239371.23387
1062021.10.28 01:58close530.011.236011.239371.233870.2510011.52
1072021.11.03 00:02sell540.011.240961.243961.23846
1082021.11.03 01:57close540.011.241091.243961.23846-0.1410011.38
1092021.11.05 00:21buy550.011.245621.242621.24812
1102021.11.05 02:40close550.011.245511.242621.24812-0.1310011.25
1112021.11.08 00:32sell560.011.245501.248501.24300
1122021.11.08 01:39close560.011.245111.248501.243000.2710011.52
1132021.11.11 00:17buy570.011.248161.245161.25066
1142021.11.11 02:02close570.011.248951.245161.250660.5910012.11
1152021.11.18 00:36sell580.011.261401.264401.25890
1162021.11.18 01:58close580.011.261201.264401.258900.1210012.23
1172021.11.25 00:22buy590.011.265821.262821.26832
1182021.11.25 01:35close590.011.266351.262821.268320.3810012.61
1192021.11.29 00:02buy600.011.275661.272661.27816
1202021.11.29 01:40s/l600.011.272651.272661.27816-2.4110010.20
1212021.12.01 00:33buy610.011.277421.274421.27992
1222021.12.01 01:40close610.011.278011.274421.279920.4210010.62
1232021.12.06 00:16buy620.011.283311.280311.28581
1242021.12.06 02:05close620.011.282951.280311.28581-0.3210010.30
1252021.12.09 00:01sell630.011.265481.268481.26298
1262021.12.09 01:44close630.011.265271.268481.262980.1310010.43
1272021.12.13 00:33sell640.011.273031.276031.27053
1282021.12.13 01:21close640.011.272411.276031.270530.4510010.88
1292021.12.21 00:40sell650.011.294581.297581.29208
1302021.12.21 01:29close650.011.293931.297581.292080.4610011.34
1312021.12.22 00:31buy660.011.291221.288221.29372
1322021.12.22 01:18close660.011.291521.288221.293720.1910011.53
1332022.01.10 00:12sell670.011.264631.267631.26213
1342022.01.10 01:00close670.011.263941.267631.262130.5110012.04
1352022.01.13 00:52sell680.011.250841.253841.24834
1362022.01.13 01:44close680.011.250421.253841.248340.3010012.34
1372022.01.17 00:04buy690.011.254081.251081.25658
1382022.01.17 01:04close690.011.255041.251081.256580.7210013.06
1392022.02.24 00:08buy700.011.273521.270521.27602
1402022.02.24 01:53close700.011.273311.270521.27602-0.2010012.86
1412022.02.28 00:02sell710.011.276461.279461.27396
1422022.02.28 02:04close710.011.275121.279461.273961.0110013.87
1432022.03.04 00:05buy720.011.267531.264531.27003
1442022.03.04 02:05close720.011.267581.264531.270030.0010013.87
1452022.03.07 00:03buy730.011.272241.269241.27474
1462022.03.07 00:33close730.011.273581.269241.274741.0110014.88
1472022.03.08 00:00sell740.011.281901.284901.27940
1482022.03.08 01:30close740.011.281271.284901.279400.4510015.33
1492022.03.10 00:13buy750.011.280561.277561.28306
1502022.03.10 01:13close750.011.281161.277561.283060.4310015.76
1512022.03.23 00:19buy760.011.256721.253721.25922
1522022.03.23 02:13close760.011.256841.253721.259220.0610015.82
1532022.03.25 00:05buy770.011.252441.249441.25494
1542022.03.25 01:55close770.011.252571.249441.254940.0610015.88
1552022.03.28 00:00sell780.011.248521.251521.24602
1562022.03.28 01:24close780.011.247861.251521.246020.4910016.37
1572022.03.29 00:00buy790.011.252101.249101.25460
1582022.03.29 02:00close790.011.251921.249101.25460-0.1810016.19
1592022.04.08 00:05sell800.011.259201.262201.25670
1602022.04.08 01:05close800.011.258801.262201.256700.2810016.47
1612022.04.20 00:22buy810.011.261531.258531.26403
1622022.04.20 02:32close810.011.260841.258531.26403-0.5910015.88
1632022.04.25 00:29buy820.011.270841.267841.27334
1642022.04.25 01:24close820.011.271551.267841.273340.5210016.40
1652022.04.26 00:12sell830.011.273621.276621.27112
1662022.04.26 01:53close830.011.273661.276621.27112-0.0710016.33
1672022.04.27 00:03sell840.011.282571.285541.28004
1682022.04.27 01:03close840.011.282031.285541.280040.3810016.71
1692022.04.28 00:05buy850.011.281911.278911.28441
1702022.04.28 01:55close850.011.281591.278911.28441-0.2910016.42
1712022.05.03 00:27buy860.011.287431.284431.28993
1722022.05.03 01:28close860.011.287961.284431.289930.3710016.79
1732022.05.10 00:03sell870.011.301481.304481.29898
1742022.05.10 01:03close870.011.301011.304481.298980.3210017.11
1752022.05.20 00:06sell880.011.282281.285281.27978
1762022.05.20 01:29close880.011.282201.285281.279780.0210017.13
1772022.05.30 00:23sell890.011.272851.275851.27035
1782022.05.30 01:00close890.011.272271.275851.270350.4210017.55
1792022.06.03 00:06buy900.011.257111.254111.25961
1802022.06.03 01:21close900.011.257401.254111.259610.1910017.74
1812022.06.06 00:00sell910.011.259531.262531.25703
1822022.06.06 01:18close910.011.259221.262531.257030.2110017.95
1832022.06.17 00:04sell920.011.294971.297971.29247
1842022.06.17 01:03close920.011.294391.297971.292470.4110018.36
1852022.06.23 00:11sell930.011.294801.297801.29230
1862022.06.23 01:50close930.011.294851.297801.29230-0.0810018.28
1872022.07.14 00:15sell940.011.297951.301071.29557
1882022.07.14 02:25close940.011.299101.301071.29557-0.9310017.35
1892022.07.15 00:01sell950.011.311601.314601.30910
1902022.07.15 01:47close950.011.311791.314601.30910-0.1810017.17
1912022.07.29 00:00buy960.011.280751.277751.28325
1922022.07.29 01:10close960.011.281241.277751.283250.3410017.51
1932022.08.04 00:36sell970.011.284291.287271.28177
1942022.08.04 02:49close970.011.285391.287271.28177-0.9010016.61
1952022.08.09 00:03buy980.011.285781.282781.28828
1962022.08.09 01:08close980.011.286101.282781.288280.2110016.82
1972022.08.16 00:26buy990.011.290291.287221.29272
1982022.08.16 01:52close990.011.290251.287221.29272-0.0710016.75
1992022.08.17 00:03sell1000.011.284891.288071.28257
2002022.08.17 01:40close1000.011.284621.288071.282570.1710016.92
2012022.08.23 00:00sell1010.011.305541.308561.30306
2022022.08.23 01:22close1010.011.305191.308561.303060.2310017.15
2032022.08.31 00:42buy1020.011.309241.305781.31128
2042022.08.31 02:21close1020.011.308981.305781.31128-0.2410016.91
2052022.09.07 00:06sell1030.011.315341.318771.31327
2062022.09.07 01:32close1030.011.315091.318771.313270.1510017.06
2072022.09.12 00:07sell1040.011.303291.306511.30101
2082022.09.12 01:00close1040.011.302841.306511.301010.3110017.37
2092022.09.28 00:46buy1050.011.372381.369381.37488
2102022.09.28 01:19close1050.011.372851.369381.374880.3010017.67
2112022.09.30 00:00buy1060.011.368331.365331.37083
2122022.09.30 01:49close1060.011.368051.365331.37083-0.2410017.43
2132022.10.04 00:10buy1070.011.362321.359321.36482
2142022.10.04 01:12close1070.011.362631.359321.364820.1910017.62
2152022.10.05 00:09sell1080.011.352521.355521.35002
2162022.10.05 01:10close1080.011.350941.355521.350021.1310018.75
2172022.10.11 00:02sell1090.011.377581.380581.37508
2182022.10.11 01:30close1090.011.377571.380581.37508-0.0310018.72
2192022.10.13 00:05buy1100.011.380851.377851.38335
2202022.10.13 01:24close1100.011.381821.377851.383350.6610019.38
2212022.10.17 00:01buy1110.011.387801.384741.39024
2222022.10.17 02:29close1110.011.386101.384741.39024-1.2710018.11
2232022.10.27 00:12buy1120.011.355281.352281.35778
2242022.10.27 01:01close1120.011.356041.352281.357780.5210018.63
2252022.11.09 00:58sell1130.011.343191.346191.34069
2262022.11.09 01:14close1130.011.342571.346191.340690.4210019.05
2272022.11.14 00:01sell1140.011.327231.330231.32473
2282022.11.14 00:17s/l1140.011.330311.330231.32473-2.3610016.69
2292022.11.14 00:34sell1150.011.330091.333151.32765
2302022.11.14 01:20t/p1150.011.327651.333151.327651.8010018.49
2312022.11.17 00:56sell1160.011.333141.336141.33064
2322022.11.17 02:05close1160.011.332821.336141.330640.2010018.69
2332022.11.22 00:30sell1170.011.345491.348491.34299
2342022.11.22 01:00close1170.011.345051.348491.342990.2910018.98
2352022.11.25 00:21buy1180.011.333541.330471.33597
2362022.11.25 01:02close1180.011.333811.330471.335970.1610019.14
2372022.11.28 00:01sell1190.011.339311.342331.33683
2382022.11.28 02:22close1190.011.340901.342331.33683-1.2310017.91
2392022.12.09 00:02sell1200.011.359201.362191.35669
2402022.12.09 01:10close1200.011.358791.362191.356690.2610018.17
2412022.12.19 00:01buy1210.011.368471.365471.37097
2422022.12.19 01:46close1210.011.368621.365471.370970.0710018.24
2432022.12.20 00:18buy1220.011.364921.361921.36742
2442022.12.20 02:04close1220.011.364741.361921.36742-0.1710018.07
2452023.01.13 00:23sell1230.011.336671.339721.33422
2462023.01.13 02:21close1230.011.337091.339721.33422-0.3510017.72
2472023.01.19 00:52buy1240.011.348861.345881.35138
2482023.01.19 01:30close1240.011.349601.345881.351380.5110018.23
2492023.01.20 00:00sell1250.011.346811.349811.34431
2502023.01.20 01:15close1250.011.346491.349811.344310.2010018.43
2512023.01.31 00:16sell1260.011.338811.341811.33631
2522023.01.31 01:00close1260.011.338731.341811.336310.0210018.45
2532023.02.06 00:04sell1270.011.341231.344231.33873
2542023.02.06 01:17close1270.011.340881.344231.338730.2210018.67