Strategy Tester Report
CCI ver2.3
SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersshortcciperiod=7; longcciperiod=30; shortmaperiod=2; longmaperiod=55; stoploss=90; takeprofit=30; lots=1;
Bars in test1692Ticks modelled8301104Modelling quality48.56%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (17)
Total net profit-975.89Gross profit2049.60Gross loss-3025.49
Profit factor0.68Expected payoff-9.21
Absolute drawdown1087.49Maximal drawdown1345.56 (13.12%)Relative drawdown13.12% (1345.56)
Total trades106Short positions (won %)60 (66.67%)Long positions (won %)46 (67.39%)
Profit trades (% of total)71 (66.98%)Loss trades (% of total)35 (33.02%)
Largestprofit trade30.60loss trade-91.80
Averageprofit trade28.87loss trade-86.44
Maximumconsecutive wins (profit in money)11 (332.10)consecutive losses (loss in money)4 (-364.50)
Maximalconsecutive profit (count of wins)332.10 (11)consecutive loss (count of losses)-364.50 (4)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 01:00sell11.001.326291.327191.32599
22024.10.03 03:26t/p11.001.325991.327191.3259930.0010030.00
32024.10.04 16:00sell21.001.307851.308751.30755
42024.10.04 16:01t/p21.001.307551.308751.3075530.0010060.00
52024.10.07 08:00sell31.011.311621.312521.31132
62024.10.07 08:01t/p31.011.311321.312521.3113230.3010090.30
72024.10.08 08:00sell41.011.308931.309831.30863
82024.10.08 09:34t/p41.011.308631.309831.3086330.3010120.60
92024.10.08 20:00sell51.011.308771.309671.30847
102024.10.08 20:03t/p51.011.308471.309671.3084730.3010150.90
112024.10.09 03:00sell61.021.309231.310131.30893
122024.10.09 03:04s/l61.021.310131.310131.30893-91.8010059.10
132024.10.09 06:00sell71.011.308951.309851.30865
142024.10.09 06:10t/p71.011.308651.309851.3086530.3010089.40
152024.10.10 12:00sell81.011.307331.308231.30703
162024.10.10 12:12t/p81.011.307031.308231.3070330.3010119.70
172024.10.10 14:00buy91.011.309291.308391.30959
182024.10.10 14:03s/l91.011.308391.308391.30959-90.9010028.80
192024.10.10 15:00sell101.001.306641.307541.30634
202024.10.10 15:07t/p101.001.306341.307541.3063430.0010058.80
212024.10.11 12:00buy111.011.307441.306541.30774
222024.10.11 13:18s/l111.011.306541.306541.30774-90.909967.90
232024.10.11 14:00sell121.001.306051.306951.30575
242024.10.11 14:18t/p121.001.305751.306951.3057530.009997.90
252024.10.11 18:00buy131.001.307511.306611.30781
262024.10.11 18:08t/p131.001.307811.306611.3078130.0010027.90
272024.10.14 00:01sell141.001.305651.306551.30535
282024.10.14 00:53s/l141.001.306551.306551.30535-90.009937.90
292024.10.14 13:00sell150.991.305341.306241.30504
302024.10.14 13:47t/p150.991.305041.306241.3050429.709967.60
312024.10.15 02:00buy161.001.306491.305591.30679
322024.10.15 04:38t/p161.001.306791.305591.3067930.009997.60
332024.10.15 07:00sell171.001.305351.306251.30505
342024.10.15 07:23t/p171.001.305051.306251.3050530.0010027.60
352024.10.15 11:00buy181.001.307451.306551.30775
362024.10.15 11:18t/p181.001.307751.306551.3077530.0010057.60
372024.10.16 01:00buy191.011.307181.306281.30748
382024.10.16 03:00close191.011.306391.306281.30748-79.799977.81
392024.10.16 03:00sell201.001.306401.307301.30610
402024.10.16 03:08t/p201.001.306101.307301.3061030.0010007.81
412024.10.16 05:00buy211.001.307451.306551.30775
422024.10.16 09:00s/l211.001.306551.306551.30775-90.009917.81
432024.10.16 10:00sell220.991.298871.299771.29857
442024.10.16 10:02t/p220.991.298571.299771.2985729.709947.51
452024.10.17 17:00sell230.991.299651.300551.29935
462024.10.17 17:05t/p230.991.299351.300551.2993529.709977.21
472024.10.18 06:00buy241.001.302341.301441.30264
482024.10.18 08:45t/p241.001.302641.301441.3026430.0010007.21
492024.10.18 20:00buy251.001.304521.303621.30482
502024.10.18 23:31t/p251.001.304821.303621.3048230.0010037.21
512024.10.21 11:00sell261.001.302121.303021.30182
522024.10.21 11:28t/p261.001.301821.303021.3018230.0010067.21
532024.10.22 12:00sell271.011.298861.299761.29856
542024.10.22 12:06t/p271.011.298561.299761.2985630.3010097.51
552024.10.23 03:00sell281.011.298011.298911.29771
562024.10.23 03:18t/p281.011.297711.298911.2977130.3010127.81
572024.10.23 10:00sell291.011.296951.297851.29665
582024.10.23 10:03t/p291.011.296651.297851.2966530.3010158.11
592024.10.23 13:00sell301.021.297611.298511.29731
602024.10.23 13:42t/p301.021.297311.298511.2973130.6010188.71
612024.10.24 13:00buy311.021.296411.295511.29671
622024.10.24 13:13t/p311.021.296711.295511.2967130.6010219.31
632024.10.25 22:00sell321.021.296791.297691.29649
642024.10.25 22:12t/p321.021.296491.297691.2964930.6010249.91
652024.10.28 11:00buy331.021.297151.296251.29745
662024.10.28 11:38s/l331.021.296251.296251.29745-91.8010158.11
672024.10.29 01:00sell341.021.296571.297471.29627
682024.10.29 02:57s/l341.021.297471.297471.29627-91.8010066.31
692024.10.29 03:00buy351.011.297541.296641.29784
702024.10.29 06:18s/l351.011.296641.296641.29784-90.909975.41
712024.10.29 07:00sell361.001.295961.296861.29566
722024.10.29 09:48s/l361.001.296861.296861.29566-90.009885.41
732024.10.29 11:00buy370.991.297231.296331.29753
742024.10.29 11:03t/p370.991.297531.296331.2975329.709915.11
752024.10.30 14:00sell380.991.297491.298391.29719
762024.10.30 14:03t/p380.991.297191.298391.2971929.709944.81
772024.10.30 19:00buy390.991.301251.300351.30155
782024.10.30 19:03t/p390.991.301551.300351.3015529.709974.51
792024.10.30 21:00sell401.001.297751.298651.29745
802024.10.30 21:38s/l401.001.298651.298651.29745-90.009884.51
812024.10.31 11:00buy410.991.299691.298791.29999
822024.10.31 11:08s/l410.991.298791.298791.29999-89.109795.41
832024.10.31 17:00sell420.981.293511.294411.29321
842024.10.31 17:00t/p420.981.293211.294411.2932129.409824.81
852024.11.01 16:00buy430.981.295481.294581.29578
862024.11.01 16:03s/l430.981.294581.294581.29578-88.209736.61
872024.11.04 19:00sell440.971.294061.294961.29376
882024.11.04 19:03t/p440.971.293761.294961.2937629.109765.71
892024.11.05 09:00buy450.981.296741.295841.29704
902024.11.05 09:06t/p450.981.297041.295841.2970429.409795.11
912024.11.06 04:00sell460.981.296611.297511.29631
922024.11.06 04:03t/p460.981.296311.297511.2963129.409824.51
932024.11.07 08:00buy470.981.293161.292261.29346
942024.11.07 09:07t/p470.981.293461.292261.2934629.409853.91
952024.11.08 14:00buy480.991.296871.295971.29717
962024.11.08 14:08s/l480.991.295971.295971.29717-89.109764.81
972024.11.08 16:00sell490.981.294091.294991.29379
982024.11.08 16:42t/p490.981.293791.294991.2937929.409794.21
992024.11.14 21:00sell500.981.268531.269431.26823
1002024.11.14 22:02t/p500.981.268231.269431.2682329.409823.61
1012024.11.15 10:00sell510.981.266571.267471.26627
1022024.11.15 10:07t/p510.981.266271.267471.2662729.409853.01
1032024.11.15 16:00sell520.991.264961.265861.26466
1042024.11.15 16:07t/p520.991.264661.265861.2646629.709882.71
1052024.11.18 20:00buy530.991.266671.265771.26697
1062024.11.18 20:22t/p530.991.266971.265771.2669729.709912.41
1072024.11.19 12:00sell540.991.262651.263551.26235
1082024.11.19 12:03s/l540.991.263551.263551.26235-89.109823.31
1092024.11.19 19:00buy550.981.266721.265821.26702
1102024.11.19 19:07t/p550.981.267021.265821.2670229.409852.71
1112024.11.20 13:00sell560.991.265921.266821.26562
1122024.11.20 13:13t/p560.991.265621.266821.2656229.709882.41
1132024.11.20 16:00buy570.991.267531.266631.26783
1142024.11.20 16:07s/l570.991.266631.266631.26783-89.109793.31
1152024.11.20 17:00sell580.981.264171.265071.26387
1162024.11.20 17:08s/l580.981.265071.265071.26387-88.209705.11
1172024.11.25 02:00buy590.971.259411.258511.25971
1182024.11.25 02:18t/p590.971.259711.258511.2597129.109734.21
1192024.11.25 18:00sell600.971.255051.255951.25475
1202024.11.25 18:03s/l600.971.255951.255951.25475-87.309646.91
1212024.11.26 02:00sell610.961.253121.254021.25282
1222024.11.26 02:03s/l610.961.254021.254021.25282-86.409560.51
1232024.11.26 13:00buy620.961.259021.258121.25932
1242024.11.26 13:18s/l620.961.258121.258121.25932-86.409474.11
1252024.11.26 19:00sell630.951.254321.255221.25402
1262024.11.26 19:07t/p630.951.254021.255221.2540228.509502.61
1272024.11.27 02:00buy640.951.257481.256581.25778
1282024.11.27 03:18t/p640.951.257781.256581.2577828.509531.11
1292024.11.29 18:00buy650.951.270981.270081.27128
1302024.11.29 18:03s/l650.951.270081.270081.27128-85.509445.61
1312024.12.02 13:00buy660.941.270631.269731.27093
1322024.12.02 13:13t/p660.941.270931.269731.2709328.209473.81
1332024.12.02 15:00sell670.951.266481.267381.26618
1342024.12.02 15:02s/l670.951.267381.267381.26618-85.509388.31
1352024.12.03 11:00buy680.941.269141.268241.26944
1362024.12.03 11:01t/p680.941.269441.268241.2694428.209416.51
1372024.12.03 14:00sell690.941.266211.267111.26591
1382024.12.03 14:15t/p690.941.265911.267111.2659128.209444.71
1392024.12.03 19:00buy700.941.267571.266671.26787
1402024.12.03 19:25s/l700.941.266671.266671.26787-84.609360.11
1412024.12.04 06:00sell710.941.265501.266401.26520
1422024.12.04 06:22s/l710.941.266401.266401.26520-84.609275.51
1432024.12.04 07:00buy720.931.268061.267161.26836
1442024.12.04 07:12t/p720.931.268361.267161.2683627.909303.41
1452024.12.04 13:00sell730.931.266591.267491.26629
1462024.12.04 13:05s/l730.931.267491.267491.26629-83.709219.71
1472024.12.04 18:00buy740.921.270871.269971.27117
1482024.12.04 18:11t/p740.921.271171.269971.2711727.609247.31
1492024.12.06 20:00sell750.921.272691.273591.27239
1502024.12.06 20:06s/l750.921.273591.273591.27239-82.809164.51
1512024.12.09 10:00buy760.921.276381.275481.27668
1522024.12.09 10:52t/p760.921.276681.275481.2766827.609192.11
1532024.12.10 00:00sell770.921.274421.275321.27412
1542024.12.10 00:27s/l770.921.275321.275321.27412-82.809109.31
1552024.12.10 08:00buy780.911.275531.274631.27583
1562024.12.10 08:15t/p780.911.275831.274631.2758327.309136.61
1572024.12.10 10:00sell790.911.274001.274901.27370
1582024.12.10 10:34s/l790.911.274901.274901.27370-81.909054.71
1592024.12.10 13:00buy800.911.275951.275051.27625
1602024.12.10 13:20t/p800.911.276251.275051.2762527.309082.01
1612024.12.10 17:00sell810.911.274291.275191.27399
1622024.12.10 17:02t/p810.911.273991.275191.2739927.309109.31
1632024.12.10 21:00buy820.911.276631.275731.27693
1642024.12.10 21:07t/p820.911.276931.275731.2769327.309136.61
1652024.12.11 10:00sell830.911.273281.274181.27298
1662024.12.11 10:03s/l830.911.274181.274181.27298-81.909054.71
1672024.12.11 16:00buy840.911.277131.276231.27743
1682024.12.11 16:00t/p840.911.277431.276231.2774327.309082.01
1692024.12.11 20:00sell850.911.274291.275191.27399
1702024.12.11 20:01s/l850.911.275191.275191.27399-81.909000.11
1712024.12.12 02:00buy860.901.276591.275691.27689
1722024.12.12 02:07t/p860.901.276891.275691.2768927.009027.11
1732024.12.12 13:00sell870.901.274291.275191.27399
1742024.12.12 13:12t/p870.901.273991.275191.2739927.009054.11
1752024.12.16 18:00buy880.911.269161.268261.26946
1762024.12.16 18:03t/p880.911.269461.268261.2694627.309081.41
1772024.12.18 09:00buy890.911.271361.270461.27166
1782024.12.18 09:01t/p890.911.271661.270461.2716627.309108.71
1792024.12.18 11:00sell900.911.268651.269551.26835
1802024.12.18 12:17s/l900.911.269551.269551.26835-81.909026.81
1812024.12.18 13:00buy910.901.271861.270961.27216
1822024.12.18 13:13t/p910.901.272161.270961.2721627.009053.81
1832024.12.18 20:00buy920.911.270611.269711.27091
1842024.12.18 20:30t/p920.911.270911.269711.2709127.309081.11
1852024.12.18 22:00sell930.911.259371.260271.25907
1862024.12.18 22:07t/p930.911.259071.260271.2590727.309108.41
1872024.12.19 15:00sell940.911.261291.262191.26099
1882024.12.19 15:03t/p940.911.260991.262191.2609927.309135.71
1892024.12.20 19:00buy950.911.258611.257711.25891
1902024.12.20 19:00t/p950.911.258911.257711.2589127.309163.01
1912024.12.23 13:00sell960.921.254471.255371.25417
1922024.12.23 13:16s/l960.921.255371.255371.25417-82.809080.21
1932024.12.24 16:00buy970.911.256661.255761.25696
1942024.12.24 16:05s/l970.911.255761.255761.25696-81.908998.31
1952024.12.24 19:00sell980.901.252341.253241.25204
1962024.12.24 19:47t/p980.901.252041.253241.2520427.009025.31
1972024.12.26 10:00sell990.901.253011.253911.25271
1982024.12.26 10:43t/p990.901.252711.253911.2527127.009052.31
1992024.12.27 12:00sell1000.911.250811.251711.25051
2002024.12.27 12:02s/l1000.911.251711.251711.25051-81.908970.41
2012024.12.27 14:00buy1010.901.255321.254421.25562
2022024.12.27 14:03t/p1010.901.255621.254421.2556227.008997.41
2032024.12.30 17:00sell1020.901.255461.256361.25516
2042024.12.30 17:00t/p1020.901.255161.256361.2551627.009024.41
2052024.12.31 10:00buy1030.901.256281.255381.25658
2062024.12.31 10:03s/l1030.901.255381.255381.25658-81.008943.41
2072024.12.31 13:00sell1040.891.255081.255981.25478
2082024.12.31 13:08t/p1040.891.254781.255981.2547826.708970.11
2092025.01.06 09:00buy1050.901.244381.243481.24468
2102025.01.06 09:23t/p1050.901.244681.243481.2446827.008997.11
2112025.01.07 21:00sell1060.901.248781.249681.24848
2122025.01.07 22:10t/p1060.901.248481.249681.2484827.009024.11