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

SymbolUSDCHF (US Dollar vs Swiss Franc)
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="IncoLimit USDCHF 5.1"; MagicNumber=5451; 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=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; NewsSymb=""; LogLevel=5;
Bars in test143737Ticks modelled29562718Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit22.29Gross profit26.94Gross loss-4.65
Profit factor5.79Expected payoff0.28
Absolute drawdown1.02Maximal drawdown3.43 (0.03%)Relative drawdown0.03% (3.43)
Total trades80Short positions (won %)31 (70.97%)Long positions (won %)49 (73.47%)
Profit trades (% of total)58 (72.50%)Loss trades (% of total)22 (27.50%)
Largestprofit trade2.52loss trade-0.80
Averageprofit trade0.46loss trade-0.21
Maximumconsecutive wins (profit in money)12 (5.95)consecutive losses (loss in money)4 (-0.25)
Maximalconsecutive profit (count of wins)5.95 (12)consecutive loss (count of losses)-0.89 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:33buy10.010.927860.924860.93036
22021.03.10 01:17close10.010.928270.924860.930360.4010000.40
32021.03.19 00:04buy20.010.927420.924420.92992
42021.03.19 01:40close20.010.927390.924420.92992-0.0710000.33
52021.03.22 00:05sell30.010.930210.933210.92771
62021.03.22 01:04close30.010.929420.933210.927710.8110001.14
72021.03.23 00:04buy40.010.923210.920210.92571
82021.03.23 01:07close40.010.923500.920210.925710.2710001.41
92021.04.01 00:02buy50.010.943840.940840.94634
102021.04.01 01:53close50.010.944020.940840.946340.1510001.56
112021.04.22 00:04buy60.010.916800.913800.91930
122021.04.22 01:24close60.010.917020.913800.919300.2010001.76
132021.04.28 00:00buy70.010.913750.910750.91625
142021.04.28 01:21close70.010.914060.910750.916250.3010002.06
152021.05.13 00:04sell80.010.909060.912060.90656
162021.05.13 01:34close80.010.908920.912060.906560.1110002.17
172021.05.17 00:10buy90.010.901720.898720.90422
182021.05.17 01:42close90.010.901710.898720.90422-0.0510002.12
192021.05.18 00:05sell100.010.903160.906160.90066
202021.05.18 02:28close100.010.903250.906160.90066-0.1410001.98
212021.05.21 00:04buy110.010.897410.894410.89991
222021.05.21 01:43close110.010.897410.894410.89991-0.0410001.94
232021.06.08 00:04sell120.010.897530.900530.89503
242021.06.08 01:25close120.010.897510.900530.89503-0.0210001.92
252021.06.22 00:22buy130.010.917660.914660.92016
262021.06.22 01:31close130.010.917900.914660.920160.2210002.14
272021.08.13 00:09buy140.010.923270.920270.92577
282021.08.13 01:18close140.010.923490.920270.925770.2010002.34
292021.08.16 00:05sell150.010.915860.918860.91336
302021.08.16 01:09close150.010.915150.918860.913360.7410003.08
312021.08.19 00:04sell160.010.916900.919900.91440
322021.08.19 01:30close160.010.916710.919900.914400.1710003.25
332021.08.27 00:04buy170.010.917860.914860.92036
342021.08.27 01:51close170.010.917840.914860.92036-0.0610003.19
352021.08.30 00:05sell180.010.912570.915570.91007
362021.08.30 01:12close180.010.910990.915570.910071.6910004.88
372021.09.01 00:04buy190.010.915110.912110.91761
382021.09.01 01:55close190.010.915190.912110.917610.0510004.93
392021.09.17 00:04sell200.010.927450.930450.92495
402021.09.17 02:03close200.010.927680.930450.92495-0.2910004.64
412021.09.20 00:05buy210.010.932120.929120.93462
422021.09.20 01:01close210.010.932400.929120.934620.2610004.90
432021.10.01 00:24buy220.010.931730.928730.93423
442021.10.01 01:43close220.010.931900.928730.934230.1410005.04
452021.10.19 00:05sell230.010.923730.926730.92123
462021.10.19 01:37close230.010.923720.926730.92123-0.0310005.01
472021.10.29 00:05buy240.010.911830.908830.91433
482021.10.29 01:40close240.010.911870.908830.914330.0010005.01
492021.11.08 00:02sell250.010.912680.915680.91018
502021.11.08 01:00close250.010.911970.915680.910180.7410005.75
512021.11.12 00:04buy260.010.920960.917960.92346
522021.11.12 01:18close260.010.921310.917960.923460.3410006.09
532021.11.17 00:16buy270.010.930010.927010.93251
542021.11.17 01:11close270.010.930430.927010.932510.4110006.50
552021.11.24 00:06buy280.010.933080.930080.93558
562021.11.24 01:11close280.010.933370.930080.935580.2710006.77
572021.12.03 00:00buy290.010.920330.917330.92283
582021.12.03 01:12close290.010.920420.917330.922830.0610006.83
592021.12.08 00:00sell300.010.925120.928120.92262
602021.12.08 01:15close300.010.924700.928120.922620.4110007.24
612021.12.09 00:31sell310.010.920760.923760.91826
622021.12.09 01:40close310.010.920390.923760.918260.3610007.60
632021.12.13 00:40sell320.010.921390.924390.91889
642021.12.13 00:58close320.010.920660.924390.918890.7510008.35
652021.12.13 00:58buy330.010.920570.917570.92307
662021.12.13 00:59close330.010.921510.917570.923070.9810009.33
672021.12.13 00:59sell340.010.921510.924510.91901
682021.12.13 00:59close340.010.920550.924510.919011.0010010.33
692021.12.13 00:59buy350.010.920550.917550.92305
702021.12.13 01:50close350.010.921170.917550.923050.6310010.96
712021.12.22 00:12buy360.010.923360.920360.92586
722021.12.22 02:32close360.010.923280.920360.92586-0.1310010.83
732022.01.07 00:00buy370.010.921290.918290.92379
742022.01.07 01:20close370.010.921510.918290.923790.2010011.03
752022.01.10 00:09sell380.010.918760.921760.91626
762022.01.10 01:50close380.010.918920.921760.91626-0.2110010.82
772022.01.13 00:00sell390.010.914300.917300.91180
782022.01.13 01:26close390.010.914100.917300.911800.1810011.00
792022.01.28 00:00buy400.010.930940.927940.93344
802022.01.28 01:20close400.010.931080.927940.933440.1110011.11
812022.02.04 00:01buy410.010.920100.917100.92260
822022.02.04 01:34close410.010.920250.917100.922600.1210011.23
832022.02.08 00:28buy420.010.923180.920180.92568
842022.02.08 02:11close420.010.923400.920180.925680.2010011.43
852022.02.11 00:01buy430.010.925110.922110.92761
862022.02.11 01:28close430.010.925840.922110.927610.7510012.18
872022.02.15 00:00buy440.010.924520.921520.92702
882022.02.15 01:40close440.010.924560.921520.927020.0010012.18
892022.02.18 00:09sell450.010.920470.923470.91797
902022.02.18 01:04close450.010.920130.923470.917970.3310012.51
912022.02.21 00:37sell460.010.921750.924750.91925
922022.02.21 01:15close460.010.921030.924750.919250.7410013.25
932022.02.22 00:09buy470.010.915890.912890.91839
942022.02.22 01:16close470.010.916100.912890.918390.1910013.44
952022.02.24 00:00buy480.010.918010.915010.92051
962022.02.24 02:10close480.010.917660.915010.92051-0.4210013.02
972022.03.04 00:00buy490.010.917310.914310.91981
982022.03.04 01:30close490.010.917680.914310.919810.3610013.38
992022.03.18 00:07sell500.010.937080.940390.93489
1002022.03.18 01:08close500.010.937140.940390.93489-0.1010013.28
1012022.03.23 00:46buy510.010.932780.929750.93525
1022022.03.23 01:51close510.010.933060.929750.935250.2610013.54
1032022.03.24 00:08buy520.010.930360.927240.93274
1042022.03.24 01:12close520.010.930600.927240.932740.2210013.76
1052022.03.25 00:00buy530.010.930220.927220.93272
1062022.03.25 02:10close530.010.929730.927220.93272-0.5710013.19
1072022.03.29 00:05buy540.010.934480.931480.93698
1082022.03.29 01:31close540.010.934490.931480.93698-0.0310013.16
1092022.04.11 00:04buy550.010.932850.929850.93535
1102022.04.11 01:30close550.010.933370.929850.935350.5210013.68
1112022.04.13 00:03sell560.010.932660.935660.93016
1122022.04.13 01:02close560.010.932540.935660.930160.0910013.77
1132022.05.10 00:00sell570.010.993710.996710.99121
1142022.05.10 01:12close570.010.993470.996710.991210.2010013.97
1152022.06.28 00:01buy580.010.956110.952790.95829
1162022.06.28 01:17close580.010.956380.952790.958290.2410014.21
1172022.07.07 00:05buy590.010.970510.967530.97303
1182022.07.07 01:13close590.010.970810.967530.973030.2710014.48
1192022.08.02 00:31buy600.010.949800.946800.95230
1202022.08.02 01:19close600.010.950130.946800.952300.3110014.79
1212022.08.18 00:28sell610.010.951890.954900.94940
1222022.08.18 01:30close610.010.951730.954900.949400.1310014.92
1232022.08.30 00:19buy620.010.968150.965110.97061
1242022.08.30 02:04close620.010.968050.965110.97061-0.1410014.78
1252022.08.31 00:24sell630.010.974020.977470.97197
1262022.08.31 01:30close630.010.974100.977470.97197-0.1210014.66
1272022.09.02 00:34buy640.010.981440.978450.98395
1282022.09.02 01:32close640.010.981760.978450.983950.2910014.95
1292022.09.05 00:03sell650.010.981470.984700.97920
1302022.09.05 01:38close650.010.981870.984700.97920-0.4510014.50
1312022.09.12 00:03buy660.010.960420.956580.96208
1322022.09.12 01:19close660.010.960040.956580.96208-0.4410014.06
1332022.09.19 00:03buy670.010.964320.961320.96682
1342022.09.19 01:07close670.010.964530.961320.966820.1810014.24
1352022.10.28 00:10buy680.010.990920.987920.99342
1362022.10.28 02:08close680.010.990670.987920.99342-0.2910013.95
1372022.11.01 00:00buy690.010.999050.996051.00155
1382022.11.01 01:08t/p690.011.001560.996051.001552.4710016.42
1392022.11.07 00:02sell700.010.998461.001460.99596
1402022.11.07 01:13t/p700.010.995911.001460.995962.5210018.94
1412022.11.15 00:00sell710.010.943690.946690.94119
1422022.11.15 01:14close710.010.943240.946690.941190.4410019.38
1432022.11.28 00:12sell720.010.946500.949500.94400
1442022.11.28 02:01close720.010.947220.949500.94400-0.8010018.58
1452022.12.05 00:01sell730.010.938060.941060.93556
1462022.12.05 01:00close730.010.937280.941060.935560.7910019.37
1472022.12.07 00:00buy740.010.941760.938760.94426
1482022.12.07 01:30close740.010.941860.938760.944260.0710019.44
1492022.12.09 00:21sell750.010.936460.939570.93407
1502022.12.09 01:00close750.010.936100.939570.934070.3410019.78
1512022.12.16 00:00sell760.010.929650.932600.92710
1522022.12.16 00:45close760.010.928370.932600.927101.3410021.12
1532022.12.20 00:00buy770.010.928660.925860.93136
1542022.12.20 01:54close770.010.928770.925860.931360.0810021.20
1552023.01.19 00:51buy780.010.916140.912690.91819
1562023.01.19 02:09close780.010.916170.912690.91819-0.0110021.19
1572023.02.06 00:09sell790.010.927560.930570.92507
1582023.02.06 01:17close790.010.926280.930570.925071.3410022.53
1592023.02.07 00:12buy800.010.928250.924900.93040
1602023.02.07 01:39close800.010.928060.924900.93040-0.2410022.29