| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:40 (2021.03.10 - 2023.02.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | GeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit USDCAD 3.1"; MagicNumber=5431; 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=7.3; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=14; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=4; TicksToAverageSpread=25; RangeFilterPips=240; ATRFilterTimeFrame=60; ATRFilterPeriod=3; MaxATRPips=29; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=26; TakeProfitPips=13; UseDynamicTake=true; MinutesToGiveUp=65; GiveUpPips=23; OrderTimeToLiveMinutes=180; CloseWhenOutOfChannelAfterMinutes=235; IncognitoGiveUpMinutes=10; CloseMinutesAfterSession=240; 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=36; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; | ||||
| Bars in test | 143849 | Ticks modelled | 39728529 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 6.57 | Gross profit | 10.86 | Gross loss | -4.29 |
| Profit factor | 2.53 | Expected payoff | 0.15 | ||
| Absolute drawdown | 1.04 | Maximal drawdown | 3.18 (0.03%) | Relative drawdown | 0.03% (3.18) |
| Total trades | 45 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 23 (78.26%) |
| Profit trades (% of total) | 31 (68.89%) | Loss trades (% of total) | 14 (31.11%) | ||
| Largest | profit trade | 1.03 | loss trade | -2.38 | |
| Average | profit trade | 0.35 | loss trade | -0.31 | |
| Maximum | consecutive wins (profit in money) | 5 (1.49) | consecutive losses (loss in money) | 2 (-0.19) | |
| Maximal | consecutive profit (count of wins) | 1.49 (5) | consecutive loss (count of losses) | -2.38 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2021.03.22 00:05 | sell | 1 | 0.01 | 1.25203 | 1.25463 | 1.25073 | ||
| 2 | 2021.03.22 01:30 | close | 1 | 0.01 | 1.25254 | 1.25463 | 1.25073 | -0.45 | 9999.55 |
| 3 | 2021.03.26 00:18 | buy | 2 | 0.01 | 1.26059 | 1.25799 | 1.26189 | ||
| 4 | 2021.03.26 01:02 | close | 2 | 0.01 | 1.26076 | 1.25799 | 1.26189 | 0.09 | 9999.64 |
| 5 | 2021.03.31 00:04 | buy | 3 | 0.01 | 1.26251 | 1.25991 | 1.26381 | ||
| 6 | 2021.03.31 00:48 | close | 3 | 0.01 | 1.26284 | 1.25991 | 1.26381 | 0.22 | 9999.86 |
| 7 | 2021.03.31 00:53 | buy | 4 | 0.01 | 1.26218 | 1.25958 | 1.26348 | ||
| 8 | 2021.03.31 01:32 | close | 4 | 0.01 | 1.26276 | 1.25958 | 1.26348 | 0.42 | 10000.28 |
| 9 | 2021.04.01 00:04 | buy | 5 | 0.01 | 1.25611 | 1.25351 | 1.25741 | ||
| 10 | 2021.04.01 00:38 | close | 5 | 0.01 | 1.25653 | 1.25351 | 1.25741 | 0.29 | 10000.57 |
| 11 | 2021.04.16 00:55 | sell | 6 | 0.01 | 1.25525 | 1.25785 | 1.25395 | ||
| 12 | 2021.04.16 02:03 | close | 6 | 0.01 | 1.25461 | 1.25785 | 1.25395 | 0.47 | 10001.04 |
| 13 | 2021.05.07 00:51 | sell | 7 | 0.01 | 1.21573 | 1.21833 | 1.21443 | ||
| 14 | 2021.05.07 01:45 | close | 7 | 0.01 | 1.21580 | 1.21833 | 1.21443 | -0.10 | 10000.94 |
| 15 | 2021.07.15 00:06 | sell | 8 | 0.01 | 1.25124 | 1.25384 | 1.24994 | ||
| 16 | 2021.07.15 01:06 | close | 8 | 0.01 | 1.25130 | 1.25384 | 1.24994 | -0.09 | 10000.85 |
| 17 | 2021.08.10 00:33 | buy | 9 | 0.01 | 1.25747 | 1.25487 | 1.25877 | ||
| 18 | 2021.08.10 01:11 | close | 9 | 0.01 | 1.25771 | 1.25487 | 1.25877 | 0.15 | 10001.00 |
| 19 | 2021.09.06 00:01 | buy | 10 | 0.01 | 1.25200 | 1.24940 | 1.25330 | ||
| 20 | 2021.09.06 01:12 | close | 10 | 0.01 | 1.25271 | 1.24940 | 1.25330 | 0.53 | 10001.53 |
| 21 | 2021.09.21 00:07 | sell | 11 | 0.01 | 1.28224 | 1.28484 | 1.28094 | ||
| 22 | 2021.09.21 00:51 | close | 11 | 0.01 | 1.28194 | 1.28484 | 1.28094 | 0.19 | 10001.72 |
| 23 | 2021.09.29 00:02 | sell | 12 | 0.01 | 1.26848 | 1.27108 | 1.26718 | ||
| 24 | 2021.09.29 00:55 | close | 12 | 0.01 | 1.26855 | 1.27108 | 1.26718 | -0.10 | 10001.62 |
| 25 | 2021.10.22 00:23 | buy | 13 | 0.01 | 1.23662 | 1.23402 | 1.23792 | ||
| 26 | 2021.10.22 01:01 | close | 13 | 0.01 | 1.23707 | 1.23402 | 1.23792 | 0.32 | 10001.94 |
| 27 | 2021.11.11 00:17 | buy | 14 | 0.01 | 1.24816 | 1.24556 | 1.24946 | ||
| 28 | 2021.11.11 01:00 | close | 14 | 0.01 | 1.24906 | 1.24556 | 1.24946 | 0.68 | 10002.62 |
| 29 | 2021.11.25 00:22 | buy | 15 | 0.01 | 1.26582 | 1.26322 | 1.26712 | ||
| 30 | 2021.11.25 01:01 | close | 15 | 0.01 | 1.26644 | 1.26322 | 1.26712 | 0.45 | 10003.07 |
| 31 | 2021.11.29 00:03 | buy | 16 | 0.01 | 1.27643 | 1.27383 | 1.27773 | ||
| 32 | 2021.11.29 01:00 | close | 16 | 0.01 | 1.27633 | 1.27383 | 1.27773 | -0.12 | 10002.95 |
| 33 | 2021.12.06 00:34 | buy | 17 | 0.01 | 1.28281 | 1.28021 | 1.28411 | ||
| 34 | 2021.12.06 01:01 | close | 17 | 0.01 | 1.28367 | 1.28021 | 1.28411 | 0.63 | 10003.58 |
| 35 | 2021.12.14 00:25 | sell | 18 | 0.01 | 1.28137 | 1.28397 | 1.28007 | ||
| 36 | 2021.12.14 00:59 | close | 18 | 0.01 | 1.28086 | 1.28397 | 1.28007 | 0.36 | 10003.94 |
| 37 | 2021.12.20 00:09 | buy | 19 | 0.01 | 1.28895 | 1.28635 | 1.29025 | ||
| 38 | 2021.12.20 01:00 | close | 19 | 0.01 | 1.28892 | 1.28635 | 1.29025 | -0.06 | 10003.88 |
| 39 | 2022.01.14 00:25 | buy | 20 | 0.01 | 1.25062 | 1.24802 | 1.25192 | ||
| 40 | 2022.01.14 01:30 | close | 20 | 0.01 | 1.25118 | 1.24802 | 1.25192 | 0.41 | 10004.29 |
| 41 | 2022.02.07 00:02 | buy | 21 | 0.01 | 1.27511 | 1.27251 | 1.27641 | ||
| 42 | 2022.02.07 01:03 | close | 21 | 0.01 | 1.27511 | 1.27251 | 1.27641 | -0.04 | 10004.25 |
| 43 | 2022.02.28 00:02 | sell | 22 | 0.01 | 1.27646 | 1.27906 | 1.27516 | ||
| 44 | 2022.02.28 00:20 | t/p | 22 | 0.01 | 1.27509 | 1.27906 | 1.27516 | 1.03 | 10005.28 |
| 45 | 2022.02.28 00:21 | sell | 23 | 0.01 | 1.27534 | 1.27794 | 1.27404 | ||
| 46 | 2022.02.28 01:05 | close | 23 | 0.01 | 1.27558 | 1.27794 | 1.27404 | -0.23 | 10005.05 |
| 47 | 2022.03.07 00:03 | buy | 24 | 0.01 | 1.27224 | 1.26964 | 1.27354 | ||
| 48 | 2022.03.07 00:33 | close | 24 | 0.01 | 1.27352 | 1.26964 | 1.27354 | 0.97 | 10006.02 |
| 49 | 2022.03.08 00:00 | sell | 25 | 0.01 | 1.28190 | 1.28450 | 1.28060 | ||
| 50 | 2022.03.08 00:40 | close | 25 | 0.01 | 1.28143 | 1.28450 | 1.28060 | 0.33 | 10006.35 |
| 51 | 2022.03.10 00:13 | buy | 26 | 0.01 | 1.28056 | 1.27796 | 1.28186 | ||
| 52 | 2022.03.10 00:57 | close | 26 | 0.01 | 1.28084 | 1.27796 | 1.28186 | 0.18 | 10006.53 |
| 53 | 2022.03.18 00:02 | sell | 27 | 0.01 | 1.26269 | 1.26529 | 1.26139 | ||
| 54 | 2022.03.18 00:53 | close | 27 | 0.01 | 1.26270 | 1.26529 | 1.26139 | -0.05 | 10006.48 |
| 55 | 2022.03.23 00:19 | buy | 28 | 0.01 | 1.25672 | 1.25412 | 1.25802 | ||
| 56 | 2022.03.23 01:49 | close | 28 | 0.01 | 1.25677 | 1.25412 | 1.25802 | 0.00 | 10006.48 |
| 57 | 2022.03.25 00:05 | buy | 29 | 0.01 | 1.25244 | 1.24984 | 1.25374 | ||
| 58 | 2022.03.25 01:00 | close | 29 | 0.01 | 1.25247 | 1.24984 | 1.25374 | -0.02 | 10006.46 |
| 59 | 2022.03.29 00:07 | buy | 30 | 0.01 | 1.25190 | 1.24930 | 1.25320 | ||
| 60 | 2022.03.29 00:51 | close | 30 | 0.01 | 1.25217 | 1.24930 | 1.25320 | 0.18 | 10006.64 |
| 61 | 2022.04.26 00:13 | sell | 31 | 0.01 | 1.27382 | 1.27642 | 1.27252 | ||
| 62 | 2022.04.26 00:33 | close | 31 | 0.01 | 1.27320 | 1.27642 | 1.27252 | 0.45 | 10007.09 |
| 63 | 2022.04.27 00:03 | sell | 32 | 0.01 | 1.28267 | 1.28527 | 1.28137 | ||
| 64 | 2022.04.27 00:52 | close | 32 | 0.01 | 1.28259 | 1.28527 | 1.28137 | 0.02 | 10007.11 |
| 65 | 2022.05.03 00:27 | buy | 33 | 0.01 | 1.28743 | 1.28483 | 1.28873 | ||
| 66 | 2022.05.03 01:04 | close | 33 | 0.01 | 1.28774 | 1.28483 | 1.28873 | 0.20 | 10007.31 |
| 67 | 2022.07.15 00:01 | sell | 34 | 0.01 | 1.31160 | 1.31420 | 1.31030 | ||
| 68 | 2022.07.15 01:00 | close | 34 | 0.01 | 1.31190 | 1.31420 | 1.31030 | -0.27 | 10007.04 |
| 69 | 2022.07.27 00:09 | sell | 35 | 0.01 | 1.28884 | 1.29144 | 1.28754 | ||
| 70 | 2022.07.27 01:00 | close | 35 | 0.01 | 1.28847 | 1.29144 | 1.28754 | 0.25 | 10007.29 |
| 71 | 2022.08.23 00:04 | sell | 36 | 0.01 | 1.30556 | 1.30816 | 1.30426 | ||
| 72 | 2022.08.23 00:40 | close | 36 | 0.01 | 1.30533 | 1.30816 | 1.30426 | 0.14 | 10007.43 |
| 73 | 2022.09.12 00:07 | sell | 37 | 0.01 | 1.30329 | 1.30611 | 1.30221 | ||
| 74 | 2022.09.12 00:51 | close | 37 | 0.01 | 1.30322 | 1.30611 | 1.30221 | 0.01 | 10007.44 |
| 75 | 2022.10.13 00:05 | buy | 38 | 0.01 | 1.38085 | 1.37825 | 1.38215 | ||
| 76 | 2022.10.13 00:56 | close | 38 | 0.01 | 1.38157 | 1.37825 | 1.38215 | 0.48 | 10007.92 |
| 77 | 2022.11.14 00:01 | sell | 39 | 0.01 | 1.32695 | 1.32955 | 1.32565 | ||
| 78 | 2022.11.14 00:17 | s/l | 39 | 0.01 | 1.33006 | 1.32955 | 1.32565 | -2.38 | 10005.54 |
| 79 | 2022.11.14 00:34 | sell | 40 | 0.01 | 1.33039 | 1.33299 | 1.32909 | ||
| 80 | 2022.11.14 01:01 | t/p | 40 | 0.01 | 1.32907 | 1.33299 | 1.32909 | 0.95 | 10006.49 |
| 81 | 2022.11.17 00:56 | sell | 41 | 0.01 | 1.33314 | 1.33574 | 1.33184 | ||
| 82 | 2022.11.17 01:31 | close | 41 | 0.01 | 1.33282 | 1.33574 | 1.33184 | 0.20 | 10006.69 |
| 83 | 2022.11.28 00:08 | sell | 42 | 0.01 | 1.33975 | 1.34235 | 1.33845 | ||
| 84 | 2022.11.28 01:26 | close | 42 | 0.01 | 1.34014 | 1.34235 | 1.33845 | -0.33 | 10006.36 |
| 85 | 2022.12.16 00:19 | buy | 43 | 0.01 | 1.36580 | 1.36313 | 1.36703 | ||
| 86 | 2022.12.16 01:04 | close | 43 | 0.01 | 1.36608 | 1.36313 | 1.36703 | 0.16 | 10006.52 |
| 87 | 2022.12.19 00:09 | buy | 44 | 0.01 | 1.36854 | 1.36594 | 1.36984 | ||
| 88 | 2022.12.19 01:05 | close | 44 | 0.01 | 1.36852 | 1.36594 | 1.36984 | -0.05 | 10006.47 |
| 89 | 2023.01.13 00:25 | sell | 45 | 0.01 | 1.33691 | 1.33951 | 1.33561 | ||
| 90 | 2023.01.13 01:14 | close | 45 | 0.01 | 1.33672 | 1.33951 | 1.33561 | 0.10 | 10006.57 |