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

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:40 (2021.01.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="Inco USDJPY 1.6.2"; MagicNumber=50774; 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=0; GridTimeframMode=5; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=2; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=22; ChannelFactor=1.8; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=3; TicksToAverageSpread=25; RangeFilterPips=160; ATRFilterTimeFrame=60; ATRFilterPeriod=13; MaxATRPips=23; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=1; WaitMinutesAfterLoss=1; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=27; TakeProfitPips=20; UseDynamicTake=true; MinutesToGiveUp=15; GiveUpPips=9; OrderTimeToLiveMinutes=120; CloseWhenOutOfChannelAfterMinutes=135; IncognitoGiveUpMinutes=6; CloseMinutesAfterSession=35; TimeToStartTrailingMinutes=35; TrailingSpeedPipsPerCandle=2.7; 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=true; RolloverStopPips=40; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test144423Ticks modelled44399459Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1.41Gross profit6.49Gross loss-5.08
Profit factor1.28Expected payoff0.03
Absolute drawdown0.55Maximal drawdown3.26 (0.03%)Relative drawdown0.03% (3.26)
Total trades42Short positions (won %)23 (52.17%)Long positions (won %)19 (89.47%)
Profit trades (% of total)29 (69.05%)Loss trades (% of total)13 (30.95%)
Largestprofit trade0.82loss trade-1.28
Averageprofit trade0.22loss trade-0.39
Maximumconsecutive wins (profit in money)10 (2.64)consecutive losses (loss in money)3 (-2.39)
Maximalconsecutive profit (count of wins)2.64 (10)consecutive loss (count of losses)-2.39 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.11 00:11sell10.01108.429108.829108.229
22021.03.11 00:15modify10.01108.429108.699108.229
32021.03.11 00:54modify10.01108.429108.672108.229
42021.03.11 00:59modify10.01108.429108.645108.229
52021.03.11 01:04modify10.01108.429108.618108.229
62021.03.11 01:09modify10.01108.429108.591108.229
72021.03.11 01:14modify10.01108.429108.564108.229
82021.03.11 01:19modify10.01108.429108.537108.229
92021.03.11 01:24modify10.01108.429108.510108.229
102021.03.11 01:29modify10.01108.429108.483108.229
112021.03.11 01:31close10.01108.429108.483108.229-0.049999.96
122021.03.12 00:09sell20.01108.541108.941108.341
132021.03.12 00:15modify20.01108.541108.811108.341
142021.03.12 01:03modify20.01108.541108.784108.341
152021.03.12 01:08modify20.01108.541108.757108.341
162021.03.12 01:13modify20.01108.541108.730108.341
172021.03.12 01:18modify20.01108.541108.703108.341
182021.03.12 01:23modify20.01108.541108.676108.341
192021.03.12 01:28modify20.01108.541108.649108.341
202021.03.12 01:32close20.01108.533108.649108.3410.039999.99
212021.03.25 00:09sell30.01108.745109.145108.545
222021.03.25 00:15modify30.01108.745109.015108.545
232021.03.25 00:49modify30.01108.745108.988108.545
242021.03.25 00:54modify30.01108.745108.961108.545
252021.03.25 00:59modify30.01108.745108.934108.545
262021.03.25 01:00close30.01108.748108.934108.545-0.079999.92
272021.03.29 00:00sell40.01109.715110.115109.515
282021.03.29 00:16modify40.01109.715109.985109.515
292021.03.29 00:52modify40.01109.715109.958109.515
302021.03.29 00:59modify40.01109.715109.931109.515
312021.03.29 01:00close40.01109.696109.931109.5150.1310000.05
322021.03.30 00:09buy50.01109.771109.371109.971
332021.03.30 00:15modify50.01109.771109.501109.971
342021.03.30 00:31close50.01109.808109.501109.9710.3010000.35
352021.04.06 00:06buy60.01110.150109.750110.350
362021.04.06 00:15modify60.01110.150109.880110.350
372021.04.06 00:47modify60.01110.150109.907110.350
382021.04.06 00:52modify60.01110.150109.934110.350
392021.04.06 00:57modify60.01110.150109.961110.350
402021.04.06 01:02modify60.01110.150109.988110.350
412021.04.06 01:06close60.01110.174109.988110.3500.1810000.53
422021.04.19 00:16buy70.01108.749108.479108.949
432021.04.19 00:53close70.01108.772108.479108.9490.1710000.70
442021.04.21 00:25sell80.01108.138108.408107.938
452021.04.21 00:36close80.01108.078108.408107.9380.5210001.22
462021.04.21 00:37buy90.01108.064107.794108.264
472021.04.21 01:07close90.01108.086107.794108.2640.1610001.38
482021.04.23 00:06buy100.01107.943107.543108.143
492021.04.23 00:15modify100.01107.943107.673108.143
502021.04.23 00:47modify100.01107.943107.700108.143
512021.04.23 00:52modify100.01107.943107.727108.143
522021.04.23 00:57modify100.01107.943107.754108.143
532021.04.23 01:00close100.01107.961107.754108.1430.1310001.51
542021.04.28 00:04buy110.01108.710108.310108.910
552021.04.28 00:15modify110.01108.710108.440108.910
562021.04.28 00:44modify110.01108.710108.467108.910
572021.04.28 00:49modify110.01108.710108.494108.910
582021.04.28 00:54modify110.01108.710108.521108.910
592021.04.28 00:59modify110.01108.710108.548108.910
602021.04.28 01:04modify110.01108.710108.575108.910
612021.04.28 01:09modify110.01108.710108.602108.910
622021.04.28 01:09close110.01108.722108.602108.9100.0710001.58
632021.04.29 00:25buy120.01108.576108.306108.776
642021.04.29 00:30close120.01108.628108.306108.7760.4410002.02
652021.06.07 00:01sell130.01109.574109.974109.374
662021.06.07 00:15modify130.01109.574109.844109.374
672021.06.07 00:15close130.01109.511109.844109.3740.5410002.56
682021.06.11 00:35sell140.01109.351109.621109.151
692021.06.11 01:15modify140.01109.351109.594109.151
702021.06.11 01:20modify140.01109.351109.567109.151
712021.06.11 01:25modify140.01109.351109.540109.151
722021.06.11 01:30modify140.01109.351109.513109.151
732021.06.11 01:35modify140.01109.351109.486109.151
742021.06.11 01:36close140.01109.391109.486109.151-0.4110002.15
752021.09.15 00:23sell150.01109.696109.966109.496
762021.09.15 01:05modify150.01109.696109.939109.496
772021.09.15 01:10modify150.01109.696109.912109.496
782021.09.15 01:15modify150.01109.696109.885109.496
792021.09.15 01:21modify150.01109.696109.858109.496
802021.09.15 01:26modify150.01109.696109.831109.496
812021.09.15 01:31modify150.01109.696109.804109.496
822021.09.15 01:36modify150.01109.696109.777109.496
832021.09.15 01:36close150.01109.739109.777109.496-0.4310001.72
842021.09.27 00:00buy160.01110.710110.310110.910
852021.09.27 00:15modify160.01110.710110.440110.910
862021.09.27 00:58modify160.01110.710110.467110.910
872021.09.27 01:00close160.01110.727110.467110.9100.1110001.83
882021.10.04 00:05buy170.01110.971110.571111.171
892021.10.04 00:15modify170.01110.971110.701111.171
902021.10.04 00:52modify170.01110.971110.728111.171
912021.10.04 00:58modify170.01110.971110.755111.171
922021.10.04 01:00close170.01110.988110.755111.1710.1110001.94
932021.10.14 00:38buy180.01113.232112.962113.432
942021.10.14 00:52close180.01113.270112.962113.4320.3010002.24
952021.10.25 00:02sell190.01113.537113.937113.337
962021.10.25 00:15modify190.01113.537113.807113.337
972021.10.25 00:54modify190.01113.537113.780113.337
982021.10.25 01:00modify190.01113.537113.753113.337
992021.10.25 01:00close190.01113.521113.753113.3370.1010002.34
1002021.11.15 00:02sell200.01113.951114.351113.751
1012021.11.15 00:15modify200.01113.951114.221113.751
1022021.11.15 00:43modify200.01113.951114.194113.751
1032021.11.15 00:48modify200.01113.951114.167113.751
1042021.11.15 00:53modify200.01113.951114.140113.751
1052021.11.15 00:58modify200.01113.951114.113113.751
1062021.11.15 01:01close200.01113.951114.113113.751-0.0410002.30
1072021.12.02 00:01buy210.01112.677112.277112.877
1082021.12.02 00:15modify210.01112.677112.407112.877
1092021.12.02 00:32close210.01112.774112.407112.8770.8210003.12
1102021.12.02 00:55sell220.01112.817113.087112.617
1112021.12.02 01:35modify220.01112.817113.060112.617
1122021.12.02 01:36close220.01112.901113.060112.617-0.7810002.34
1132021.12.03 00:53sell230.01113.218113.488113.018
1142021.12.03 01:05close230.01113.188113.488113.0180.2310002.57
1152021.12.06 00:01sell240.01112.851113.251112.651
1162021.12.06 00:15modify240.01112.851113.121112.651
1172021.12.06 00:41modify240.01112.851113.094112.651
1182021.12.06 00:46modify240.01112.851113.067112.651
1192021.12.06 00:51modify240.01112.851113.040112.651
1202021.12.06 00:56modify240.01112.851113.013112.651
1212021.12.06 01:00close240.01112.866113.013112.651-0.1710002.40
1222021.12.20 00:09buy250.01113.664113.264113.864
1232021.12.20 00:15modify250.01113.664113.394113.864
1242021.12.20 00:49close250.01113.699113.394113.8640.2710002.67
1252021.12.22 00:18buy260.01114.074113.804114.274
1262021.12.22 00:33close260.01114.097113.804114.2740.1610002.83
1272022.01.28 00:13buy270.01115.322114.922115.522
1282022.01.28 00:15modify270.01115.322115.052115.522
1292022.01.28 00:53modify270.01115.322115.079115.522
1302022.01.28 00:58modify270.01115.322115.106115.522
1312022.01.28 01:03modify270.01115.322115.133115.522
1322022.01.28 01:08modify270.01115.322115.160115.522
1332022.01.28 01:13modify270.01115.322115.187115.522
1342022.01.28 01:15close270.01115.331115.187115.5220.0410002.87
1352022.01.31 00:03sell280.01115.277115.677115.077
1362022.01.31 00:15modify280.01115.277115.547115.077
1372022.01.31 00:49modify280.01115.277115.520115.077
1382022.01.31 00:54modify280.01115.277115.493115.077
1392022.01.31 00:59modify280.01115.277115.466115.077
1402022.01.31 01:04modify280.01115.277115.439115.077
1412022.01.31 01:09modify280.01115.277115.412115.077
1422022.01.31 01:14modify280.01115.277115.385115.077
1432022.01.31 01:19modify280.01115.277115.358115.077
1442022.01.31 01:24modify280.01115.277115.333115.077
1452022.01.31 01:24s/l280.01115.333115.333115.077-0.5310002.34
1462022.02.07 00:03sell290.01115.266115.666115.066
1472022.02.07 00:15modify290.01115.266115.536115.066
1482022.02.07 00:44modify290.01115.266115.509115.066
1492022.02.07 00:49modify290.01115.266115.482115.066
1502022.02.07 00:54modify290.01115.266115.455115.066
1512022.02.07 00:59modify290.01115.266115.428115.066
1522022.02.07 01:04modify290.01115.266115.401115.066
1532022.02.07 01:09modify290.01115.266115.374115.066
1542022.02.07 01:14modify290.01115.266115.347115.066
1552022.02.07 01:20modify290.01115.266115.320115.066
1562022.02.07 01:22close290.01115.272115.320115.066-0.0910002.25
1572022.02.28 00:07sell300.01115.600116.000115.400
1582022.02.28 00:15modify300.01115.600115.870115.400
1592022.02.28 00:30close300.01115.570115.870115.4000.2210002.47
1602022.03.07 00:04sell310.01114.932115.332114.732
1612022.03.07 00:15modify310.01114.932115.202114.732
1622022.03.07 00:57modify310.01114.932115.175114.732
1632022.03.07 01:01close310.01114.891115.175114.7320.3210002.79
1642022.03.09 00:11sell320.01115.703116.103115.503
1652022.03.09 00:15modify320.01115.703115.973115.503
1662022.03.09 00:45close320.01115.664115.973115.5030.3010003.09
1672022.03.14 00:01sell330.01117.355117.755117.155
1682022.03.14 00:15modify330.01117.355117.625117.155
1692022.03.14 01:06close330.01117.337117.625117.1550.1110003.20
1702022.04.04 00:03sell340.01122.638123.038122.438
1712022.04.04 00:15modify340.01122.638122.908122.438
1722022.04.04 00:43modify340.01122.638122.881122.438
1732022.04.04 00:48modify340.01122.638122.854122.438
1742022.04.04 00:53modify340.01122.638122.827122.438
1752022.04.04 00:56close340.01122.581122.827122.4380.4210003.62
1762022.04.19 00:56sell350.01127.052127.318126.848
1772022.04.19 01:36modify350.01127.052127.295126.848
1782022.04.19 01:36close350.01127.095127.295126.848-0.3810003.24
1792022.05.19 00:45sell360.01128.303128.573128.103
1802022.05.19 01:25modify360.01128.303128.546128.103
1812022.05.19 01:30modify360.01128.303128.519128.103
1822022.05.19 01:35modify360.01128.303128.492128.103
1832022.05.19 01:36close360.01128.391128.492128.103-0.7310002.51
1842022.08.16 00:32buy370.01133.271133.007133.477
1852022.08.16 01:14modify370.01133.271133.028133.477
1862022.08.16 01:19modify370.01133.271133.055133.477
1872022.08.16 01:24modify370.01133.271133.082133.477
1882022.08.16 01:29modify370.01133.271133.106133.477
1892022.08.16 01:29s/l370.01133.106133.106133.477-1.2810001.23
1902022.09.01 00:56sell380.01139.068139.338138.868
1912022.09.01 01:36modify380.01139.068139.311138.868
1922022.09.01 01:36close380.01139.062139.311138.8680.0010001.23
1932022.10.04 00:02buy390.01144.547144.147144.747
1942022.10.04 00:15modify390.01144.547144.277144.747
1952022.10.04 00:46modify390.01144.547144.304144.747
1962022.10.04 00:51modify390.01144.547144.331144.747
1972022.10.04 00:54close390.01144.592144.331144.7470.2710001.50
1982022.10.20 00:48buy400.01149.852149.582150.052
1992022.10.20 01:28modify400.01149.852149.609150.052
2002022.10.20 01:33modify400.01149.852149.636150.052
2012022.10.20 01:36close400.01149.838149.636150.052-0.1310001.37
2022023.01.17 00:33buy410.01128.466128.168128.638
2032023.01.17 01:00close410.01128.474128.168128.6380.0210001.39
2042023.01.31 00:34buy420.01130.407130.136130.606
2052023.01.31 01:05close420.01130.415130.136130.6060.0210001.41