| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:40 (2021.01.10 - 2023.02.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | GeneralSettingsStr="#====== General settings ======#"; OrderComment="Inco USDCAD X7"; MagicNumber=50778; 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=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; | ||||
| Bars in test | 144457 | Ticks modelled | 39842688 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 2.27 | Gross profit | 10.44 | Gross loss | -8.17 |
| Profit factor | 1.28 | Expected payoff | 0.06 | ||
| Absolute drawdown | 0.82 | Maximal drawdown | 5.26 (0.05%) | Relative drawdown | 0.05% (5.26) |
| Total trades | 39 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 20 (90.00%) |
| Profit trades (% of total) | 30 (76.92%) | Loss trades (% of total) | 9 (23.08%) | ||
| Largest | profit trade | 1.24 | loss trade | -2.92 | |
| Average | profit trade | 0.35 | loss trade | -0.91 | |
| Maximum | consecutive wins (profit in money) | 11 (3.25) | consecutive losses (loss in money) | 2 (-4.03) | |
| Maximal | consecutive profit (count of wins) | 3.94 (9) | consecutive loss (count of losses) | -4.03 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2021.03.16 00:17 | sell | 1 | 0.01 | 1.24798 | 1.25158 | 1.24578 | ||
| 2 | 2021.03.16 01:01 | close | 1 | 0.01 | 1.24777 | 1.25158 | 1.24578 | 0.13 | 10000.13 |
| 3 | 2021.03.17 00:11 | buy | 2 | 0.01 | 1.24381 | 1.24021 | 1.24601 | ||
| 4 | 2021.03.17 00:40 | close | 2 | 0.01 | 1.24450 | 1.24021 | 1.24601 | 0.51 | 10000.64 |
| 5 | 2021.03.22 00:00 | sell | 3 | 0.01 | 1.25188 | 1.25548 | 1.24968 | ||
| 6 | 2021.03.22 01:30 | close | 3 | 0.01 | 1.25240 | 1.25548 | 1.24968 | -0.46 | 10000.18 |
| 7 | 2021.03.26 00:18 | buy | 4 | 0.01 | 1.26059 | 1.25699 | 1.26279 | ||
| 8 | 2021.03.26 01:01 | close | 4 | 0.01 | 1.26073 | 1.25699 | 1.26279 | 0.07 | 10000.25 |
| 9 | 2021.03.31 00:04 | buy | 5 | 0.01 | 1.26251 | 1.25891 | 1.26471 | ||
| 10 | 2021.03.31 00:48 | close | 5 | 0.01 | 1.26284 | 1.25891 | 1.26471 | 0.22 | 10000.47 |
| 11 | 2021.03.31 00:53 | buy | 6 | 0.01 | 1.26218 | 1.25858 | 1.26438 | ||
| 12 | 2021.03.31 01:17 | close | 6 | 0.01 | 1.26273 | 1.25858 | 1.26438 | 0.40 | 10000.87 |
| 13 | 2021.04.07 00:13 | buy | 7 | 0.01 | 1.25648 | 1.25288 | 1.25868 | ||
| 14 | 2021.04.07 00:49 | close | 7 | 0.01 | 1.25684 | 1.25288 | 1.25868 | 0.25 | 10001.12 |
| 15 | 2021.04.09 00:24 | buy | 8 | 0.01 | 1.25580 | 1.25220 | 1.25800 | ||
| 16 | 2021.04.09 00:57 | close | 8 | 0.01 | 1.25612 | 1.25220 | 1.25800 | 0.21 | 10001.33 |
| 17 | 2021.04.16 00:55 | sell | 9 | 0.01 | 1.25525 | 1.25885 | 1.25305 | ||
| 18 | 2021.04.16 01:29 | close | 9 | 0.01 | 1.25456 | 1.25885 | 1.25305 | 0.51 | 10001.84 |
| 19 | 2021.06.04 00:12 | sell | 10 | 0.01 | 1.21102 | 1.21462 | 1.20882 | ||
| 20 | 2021.06.04 01:00 | close | 10 | 0.01 | 1.21097 | 1.21462 | 1.20882 | 0.00 | 10001.84 |
| 21 | 2021.08.10 00:33 | buy | 11 | 0.01 | 1.25742 | 1.25382 | 1.25962 | ||
| 22 | 2021.08.10 01:07 | close | 11 | 0.01 | 1.25769 | 1.25382 | 1.25962 | 0.17 | 10002.01 |
| 23 | 2021.08.23 00:14 | buy | 12 | 0.01 | 1.28205 | 1.27845 | 1.28425 | ||
| 24 | 2021.08.23 01:01 | close | 12 | 0.01 | 1.28306 | 1.27845 | 1.28425 | 0.75 | 10002.76 |
| 25 | 2021.08.27 00:04 | sell | 13 | 0.01 | 1.26870 | 1.27230 | 1.26650 | ||
| 26 | 2021.08.27 00:56 | close | 13 | 0.01 | 1.26860 | 1.27230 | 1.26650 | 0.04 | 10002.80 |
| 27 | 2021.11.11 00:17 | buy | 14 | 0.01 | 1.24816 | 1.24456 | 1.25036 | ||
| 28 | 2021.11.11 01:00 | close | 14 | 0.01 | 1.24900 | 1.24456 | 1.25036 | 0.63 | 10003.43 |
| 29 | 2021.11.29 00:02 | buy | 15 | 0.01 | 1.27580 | 1.27220 | 1.27800 | ||
| 30 | 2021.11.29 02:00 | s/l | 15 | 0.01 | 1.27216 | 1.27220 | 1.27800 | -2.90 | 10000.53 |
| 31 | 2022.01.14 00:25 | buy | 16 | 0.01 | 1.25062 | 1.24702 | 1.25282 | ||
| 32 | 2022.01.14 01:00 | close | 16 | 0.01 | 1.25137 | 1.24702 | 1.25282 | 0.56 | 10001.09 |
| 33 | 2022.01.17 00:04 | buy | 17 | 0.01 | 1.25408 | 1.25048 | 1.25628 | ||
| 34 | 2022.01.17 00:41 | close | 17 | 0.01 | 1.25459 | 1.25048 | 1.25628 | 0.37 | 10001.46 |
| 35 | 2022.01.27 00:04 | buy | 18 | 0.01 | 1.26641 | 1.26281 | 1.26861 | ||
| 36 | 2022.01.27 01:00 | close | 18 | 0.01 | 1.26661 | 1.26281 | 1.26861 | 0.12 | 10001.58 |
| 37 | 2022.02.28 00:02 | sell | 19 | 0.01 | 1.27620 | 1.27980 | 1.27400 | ||
| 38 | 2022.02.28 00:25 | close | 19 | 0.01 | 1.27457 | 1.27980 | 1.27400 | 1.24 | 10002.82 |
| 39 | 2022.03.04 00:05 | buy | 20 | 0.01 | 1.26753 | 1.26393 | 1.26973 | ||
| 40 | 2022.03.04 00:51 | close | 20 | 0.01 | 1.26766 | 1.26393 | 1.26973 | 0.06 | 10002.88 |
| 41 | 2022.03.07 00:03 | buy | 21 | 0.01 | 1.27224 | 1.26864 | 1.27444 | ||
| 42 | 2022.03.07 00:31 | close | 21 | 0.01 | 1.27331 | 1.26864 | 1.27444 | 0.80 | 10003.68 |
| 43 | 2022.03.08 00:00 | sell | 22 | 0.01 | 1.28190 | 1.28550 | 1.27970 | ||
| 44 | 2022.03.08 00:55 | close | 22 | 0.01 | 1.28146 | 1.28550 | 1.27970 | 0.30 | 10003.98 |
| 45 | 2022.03.28 00:00 | sell | 23 | 0.01 | 1.24852 | 1.25212 | 1.24632 | ||
| 46 | 2022.03.28 01:00 | close | 23 | 0.01 | 1.24805 | 1.25212 | 1.24632 | 0.34 | 10004.32 |
| 47 | 2022.04.27 00:04 | sell | 24 | 0.01 | 1.28280 | 1.28642 | 1.28062 | ||
| 48 | 2022.04.27 00:46 | close | 24 | 0.01 | 1.28256 | 1.28642 | 1.28062 | 0.15 | 10004.47 |
| 49 | 2022.07.15 00:02 | sell | 25 | 0.01 | 1.31161 | 1.31521 | 1.30941 | ||
| 50 | 2022.07.15 01:10 | close | 25 | 0.01 | 1.31188 | 1.31521 | 1.30941 | -0.25 | 10004.22 |
| 51 | 2022.08.09 00:00 | buy | 26 | 0.01 | 1.28549 | 1.28161 | 1.28741 | ||
| 52 | 2022.08.09 00:36 | close | 26 | 0.01 | 1.28582 | 1.28161 | 1.28741 | 0.22 | 10004.44 |
| 53 | 2022.08.17 00:03 | sell | 27 | 0.01 | 1.28489 | 1.28867 | 1.28287 | ||
| 54 | 2022.08.17 01:00 | close | 27 | 0.01 | 1.28471 | 1.28867 | 1.28287 | 0.10 | 10004.54 |
| 55 | 2022.09.07 00:06 | sell | 28 | 0.01 | 1.31534 | 1.31937 | 1.31357 | ||
| 56 | 2022.09.07 01:00 | close | 28 | 0.01 | 1.31530 | 1.31937 | 1.31357 | -0.01 | 10004.53 |
| 57 | 2022.09.12 00:03 | sell | 29 | 0.01 | 1.30404 | 1.30764 | 1.30184 | ||
| 58 | 2022.09.12 00:51 | close | 29 | 0.01 | 1.30338 | 1.30764 | 1.30184 | 0.47 | 10005.00 |
| 59 | 2022.09.30 00:00 | buy | 30 | 0.01 | 1.36833 | 1.36473 | 1.37053 | ||
| 60 | 2022.09.30 01:00 | close | 30 | 0.01 | 1.36836 | 1.36473 | 1.37053 | -0.02 | 10004.98 |
| 61 | 2022.10.05 00:09 | sell | 31 | 0.01 | 1.35251 | 1.35605 | 1.35025 | ||
| 62 | 2022.10.05 00:44 | close | 31 | 0.01 | 1.35128 | 1.35605 | 1.35025 | 0.87 | 10005.85 |
| 63 | 2022.10.13 00:05 | buy | 32 | 0.01 | 1.38085 | 1.37725 | 1.38305 | ||
| 64 | 2022.10.13 00:39 | close | 32 | 0.01 | 1.38158 | 1.37725 | 1.38305 | 0.49 | 10006.34 |
| 65 | 2022.10.17 00:01 | buy | 33 | 0.01 | 1.38780 | 1.38414 | 1.38994 | ||
| 66 | 2022.10.17 01:00 | close | 33 | 0.01 | 1.38786 | 1.38414 | 1.38994 | 0.00 | 10006.34 |
| 67 | 2022.10.31 00:00 | sell | 34 | 0.01 | 1.36116 | 1.36476 | 1.35896 | ||
| 68 | 2022.10.31 01:20 | close | 34 | 0.01 | 1.36133 | 1.36476 | 1.35896 | -0.16 | 10006.18 |
| 69 | 2022.11.09 00:58 | sell | 35 | 0.01 | 1.34319 | 1.34679 | 1.34099 | ||
| 70 | 2022.11.09 01:14 | close | 35 | 0.01 | 1.34271 | 1.34679 | 1.34099 | 0.32 | 10006.50 |
| 71 | 2022.11.14 00:00 | sell | 36 | 0.01 | 1.32726 | 1.33086 | 1.32506 | ||
| 72 | 2022.11.14 00:22 | s/l | 36 | 0.01 | 1.33109 | 1.33086 | 1.32506 | -2.92 | 10003.58 |
| 73 | 2022.11.28 00:01 | sell | 37 | 0.01 | 1.33856 | 1.34244 | 1.33664 | ||
| 74 | 2022.11.28 01:29 | close | 37 | 0.01 | 1.34000 | 1.34244 | 1.33664 | -1.11 | 10002.47 |
| 75 | 2022.12.19 00:00 | buy | 38 | 0.01 | 1.36827 | 1.36467 | 1.37047 | ||
| 76 | 2022.12.19 01:05 | close | 38 | 0.01 | 1.36852 | 1.36467 | 1.37047 | 0.14 | 10002.61 |
| 77 | 2023.02.06 00:00 | sell | 39 | 0.01 | 1.34109 | 1.34469 | 1.33889 | ||
| 78 | 2023.02.06 01:00 | close | 39 | 0.01 | 1.34149 | 1.34469 | 1.33889 | -0.34 | 10002.27 |