Strategy Tester Report
CCI ver2.3
SymbolUSDCHF (US Dollar vs Swiss Franc)
Period30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19)
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 test3781Ticks modelled5113536Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (17)
Total net profit-3491.45Gross profit3007.67Gross loss-6499.12
Profit factor0.46Expected payoff-19.40
Absolute drawdown3608.33Maximal drawdown3684.00 (36.56%)Relative drawdown36.56% (3684.00)
Total trades180Short positions (won %)93 (54.84%)Long positions (won %)87 (56.32%)
Profit trades (% of total)100 (55.56%)Loss trades (% of total)80 (44.44%)
Largestprofit trade37.85loss trade-115.02
Averageprofit trade30.08loss trade-81.24
Maximumconsecutive wins (profit in money)8 (294.60)consecutive losses (loss in money)8 (-723.78)
Maximalconsecutive profit (count of wins)294.60 (8)consecutive loss (count of losses)-723.78 (8)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00sell11.000.792940.793840.79264
22025.07.01 00:01t/p11.000.792640.793840.7926437.8510037.85
32025.07.01 19:00buy21.000.793020.792120.79332
42025.07.01 19:09t/p21.000.793320.792120.7933237.8210075.67
52025.07.02 00:00sell31.010.789350.790250.78905
62025.07.02 00:08s/l31.010.790250.790250.78905-115.029960.65
72025.07.02 03:30sell41.000.790660.791560.79036
82025.07.02 04:49s/l41.000.791560.791560.79036-113.709846.95
92025.07.02 09:00buy50.980.792130.791230.79243
102025.07.02 09:44t/p50.980.792430.791230.7924337.109884.05
112025.07.02 15:30sell60.990.791310.792210.79101
122025.07.02 15:43s/l60.990.792210.792210.79101-112.479771.58
132025.07.02 16:00buy70.980.792910.792010.79321
142025.07.02 16:14s/l70.980.792010.792010.79321-111.369660.22
152025.07.02 19:30sell80.970.791620.792520.79132
162025.07.02 22:49t/p80.970.791320.792520.7913236.779696.99
172025.07.03 08:00buy90.970.791970.791070.79227
182025.07.03 09:30close90.970.791500.791070.79227-57.609639.39
192025.07.03 09:30sell100.960.791490.792390.79119
202025.07.03 09:39t/p100.960.791190.792390.7911936.409675.79
212025.07.03 12:00buy110.970.792000.791100.79230
222025.07.03 12:14t/p110.970.792300.791100.7923036.739712.52
232025.07.04 07:00sell120.970.793670.794570.79337
242025.07.04 07:19t/p120.970.793370.794570.7933736.689749.20
252025.07.04 15:00buy130.970.794060.793160.79436
262025.07.04 16:49s/l130.970.793160.793160.79436-110.079639.13
272025.07.04 17:00sell140.960.793080.793980.79278
282025.07.04 17:19t/p140.960.792780.793980.7927836.339675.46
292025.07.04 22:30buy150.970.794640.793740.79494
302025.07.04 22:49t/p150.970.794940.793740.7949436.619712.07
312025.07.07 01:00sell160.970.793360.794260.79306
322025.07.07 01:07t/p160.970.793060.794260.7930636.699748.76
332025.07.07 02:00buy170.970.794100.793200.79440
342025.07.07 02:32t/p170.970.794400.793200.7944036.639785.39
352025.07.08 05:30sell180.980.796360.797260.79606
362025.07.08 07:18t/p180.980.796060.797260.7960636.939822.32
372025.07.08 13:30buy190.980.797140.796240.79744
382025.07.08 13:48t/p190.980.797440.796240.7974436.879859.19
392025.07.08 20:00sell200.990.796840.797740.79654
402025.07.08 20:14t/p200.990.796540.797740.7965437.299896.48
412025.07.09 06:00buy210.990.797120.796220.79742
422025.07.09 06:47t/p210.990.797420.796220.7974237.259933.73
432025.07.09 10:00sell220.990.796150.797050.79585
442025.07.09 10:39s/l220.990.797050.797050.79585-111.799821.94
452025.07.09 11:00buy230.980.797250.796350.79755
462025.07.09 11:39s/l230.980.796350.796350.79755-110.769711.18
472025.07.09 12:00sell240.970.796330.797230.79603
482025.07.09 12:19t/p240.970.796030.797230.7960336.569747.74
492025.07.09 15:00buy250.970.797470.796570.79777
502025.07.09 15:14s/l250.970.796570.796570.79777-109.599638.15
512025.07.09 16:00sell260.960.795640.796540.79534
522025.07.09 16:14t/p260.960.795340.796540.7953436.219674.36
532025.07.10 09:00sell270.970.793850.794750.79355
542025.07.10 09:30close270.970.794360.794750.79355-62.289612.08
552025.07.10 12:00buy280.960.795210.794310.79551
562025.07.10 12:44s/l280.960.794310.794310.79551-108.779503.31
572025.07.11 11:30buy290.950.797220.796320.79752
582025.07.11 12:30close290.950.796990.796320.79752-27.429475.89
592025.07.11 13:00sell300.950.795710.796610.79541
602025.07.11 14:18s/l300.950.796610.796610.79541-107.339368.56
612025.07.11 17:30buy310.940.797340.796440.79764
622025.07.11 17:48s/l310.940.796440.796440.79764-106.229262.34
632025.07.11 19:00sell320.930.796110.797010.79581
642025.07.11 21:43s/l320.930.797010.797010.79581-105.029157.32
652025.07.11 22:00buy330.920.797220.796320.79752
662025.07.14 00:10s/l330.920.796320.796320.79752-103.979053.35
672025.07.14 01:00sell340.910.796030.796930.79573
682025.07.14 01:15s/l340.910.796930.796930.79573-102.778950.58
692025.07.14 01:30buy350.900.797080.796180.79738
702025.07.14 01:46t/p350.900.797380.796180.7973833.868984.44
712025.07.14 03:30sell360.900.795960.796860.79566
722025.07.14 05:19s/l360.900.796860.796860.79566-101.658882.79
732025.07.14 05:30buy370.890.796820.795920.79712
742025.07.14 05:48t/p370.890.797120.795920.7971233.508916.29
752025.07.14 13:30sell380.890.796340.797240.79604
762025.07.14 15:00t/p380.890.796040.797240.7960433.548949.83
772025.07.14 18:30buy390.890.796950.796050.79725
782025.07.14 18:44t/p390.890.797250.796050.7972533.498983.32
792025.07.15 00:30sell400.900.796290.797190.79599
802025.07.15 00:44s/l400.900.797190.797190.79599-101.618881.71
812025.07.15 01:30buy410.890.797890.796990.79819
822025.07.15 02:36t/p410.890.798190.796990.7981933.458915.16
832025.07.15 04:00sell420.890.797010.797910.79671
842025.07.15 04:48s/l420.890.797910.797910.79671-100.398814.77
852025.07.15 05:00buy430.880.797900.797000.79820
862025.07.15 05:30close430.880.797240.797000.79820-72.858741.92
872025.07.15 06:00sell440.870.796940.797840.79664
882025.07.15 08:48t/p440.870.796640.797840.7966432.768774.68
892025.07.15 16:00sell450.880.796170.797070.79587
902025.07.15 16:14s/l450.880.797070.797070.79587-99.368675.32
912025.07.15 17:00buy460.870.799310.798410.79961
922025.07.15 17:09t/p460.870.799610.798410.7996132.648707.96
932025.07.16 13:00buy470.870.801760.800860.80206
942025.07.16 14:18t/p470.870.802060.800860.8020632.548740.50
952025.07.16 18:30sell480.870.797130.798030.79683
962025.07.16 18:30t/p480.870.796830.798030.7968332.758773.25
972025.07.17 04:00buy490.880.802230.801330.80253
982025.07.17 04:36t/p490.880.802530.801330.8025332.908806.15
992025.07.17 05:30buy500.880.802000.801100.80230
1002025.07.17 05:49t/p500.880.802300.801100.8023032.918839.06
1012025.07.18 02:00sell510.880.802840.803740.80254
1022025.07.18 04:48t/p510.880.802540.803740.8025432.908871.96
1032025.07.18 23:30sell520.890.801210.802110.80091
1042025.07.21 01:00t/p520.890.800910.802110.8009133.388905.34
1052025.07.21 05:00buy530.890.802100.801200.80240
1062025.07.21 08:13s/l530.890.801200.801200.80240-99.988805.36
1072025.07.21 09:00sell540.880.801140.802040.80084
1082025.07.21 09:39t/p540.880.800840.802040.8008432.978838.33
1092025.07.22 05:30sell550.880.797890.798790.79759
1102025.07.22 07:00close550.880.798400.798790.79759-56.218782.12
1112025.07.22 07:30sell560.880.797690.798590.79739
1122025.07.22 08:30close560.880.798310.798590.79739-68.348713.78
1132025.07.22 10:30sell570.870.797750.798650.79745
1142025.07.22 10:44t/p570.870.797450.798650.7974532.738746.51
1152025.07.22 17:00sell580.870.796320.797220.79602
1162025.07.22 17:44t/p580.870.796020.797220.7960232.798779.30
1172025.07.23 06:30sell590.880.792860.793760.79256
1182025.07.23 07:13s/l590.880.793760.793760.79256-99.788679.52
1192025.07.23 10:30sell600.870.792000.792900.79170
1202025.07.23 11:00t/p600.870.791700.792900.7917032.978712.49
1212025.07.23 17:30buy610.870.794580.793680.79488
1222025.07.23 17:48s/l610.870.793680.793680.79488-98.658613.84
1232025.07.23 21:30sell620.860.793010.793910.79271
1242025.07.23 22:13t/p620.860.792710.793910.7927132.558646.39
1252025.07.24 10:00buy630.860.793190.792290.79349
1262025.07.24 10:45t/p630.860.793490.792290.7934932.518678.90
1272025.07.25 20:30sell640.870.795410.796310.79511
1282025.07.25 20:49t/p640.870.795110.796310.7951132.838711.73
1292025.07.28 05:30buy650.870.795840.794940.79614
1302025.07.28 06:49s/l650.870.794940.794940.79614-98.508613.23
1312025.07.28 07:00sell660.860.794860.795760.79456
1322025.07.28 08:00close660.860.795660.795760.79456-86.478526.76
1332025.07.28 08:00buy670.850.795670.794770.79597
1342025.07.28 08:19t/p670.850.795970.794770.7959732.048558.80
1352025.07.29 07:00buy680.860.803760.802860.80406
1362025.07.29 07:18t/p680.860.804060.802860.8040632.098590.89
1372025.07.29 14:30buy690.860.805240.804340.80554
1382025.07.29 14:39t/p690.860.805540.804340.8055432.038622.92
1392025.07.29 23:30buy700.860.806080.805180.80638
1402025.07.30 00:15s/l700.860.805180.805180.80638-96.138526.79
1412025.07.30 04:00sell710.850.804130.805030.80383
1422025.07.30 07:09s/l710.850.805030.805030.80383-95.038431.76
1432025.07.30 09:00buy720.840.805600.804700.80590
1442025.07.30 09:49s/l720.840.804700.804700.80590-93.958337.81
1452025.07.30 11:30sell730.830.804130.805030.80383
1462025.07.30 12:39s/l730.830.805030.805030.80383-92.798245.02
1472025.07.30 13:30buy740.820.805900.805000.80620
1482025.07.30 13:49t/p740.820.806200.805000.8062030.518275.53
1492025.07.31 10:30buy750.830.813100.812200.81340
1502025.07.31 10:49s/l750.830.812200.812200.81340-91.978183.56
1512025.07.31 16:00buy760.820.813200.812300.81350
1522025.07.31 16:09t/p760.820.813500.812300.8135030.248213.80
1532025.08.01 01:00sell770.820.811390.812290.81109
1542025.08.01 01:14s/l770.820.812290.812290.81109-90.858122.95
1552025.08.01 02:30buy780.810.813320.812420.81362
1562025.08.01 02:43t/p780.810.813620.812420.8136229.878152.82
1572025.08.01 16:00sell790.820.805430.806330.80513
1582025.08.01 16:02s/l790.820.806330.806330.80513-91.538061.29
1592025.08.04 10:30buy800.810.808330.807430.80863
1602025.08.04 10:39t/p800.810.808630.807430.8086330.058091.34
1612025.08.05 00:00sell810.810.807680.808580.80738
1622025.08.05 00:03t/p810.810.807380.808580.8073830.108121.44
1632025.08.05 04:00buy820.810.808440.807540.80874
1642025.08.05 04:14t/p820.810.808740.807540.8087430.058151.49
1652025.08.05 17:30sell830.820.808530.809430.80823
1662025.08.05 17:43t/p830.820.808230.809430.8082330.448181.93
1672025.08.06 10:30buy840.820.808370.807470.80867
1682025.08.06 11:14t/p840.820.808670.807470.8086730.428212.35
1692025.08.06 13:30sell850.820.807360.808260.80706
1702025.08.06 13:44t/p850.820.807060.808260.8070630.488242.83
1712025.08.06 18:30sell860.820.806250.807150.80595
1722025.08.06 18:31s/l860.820.807150.807150.80595-91.438151.40
1732025.08.07 05:00sell870.820.805650.806550.80535
1742025.08.07 07:13t/p870.820.805350.806550.8053530.558181.95
1752025.08.07 14:30buy880.820.807330.806430.80763
1762025.08.07 14:39t/p880.820.807630.806430.8076330.468212.41
1772025.08.07 23:30sell890.820.805630.806530.80533
1782025.08.08 00:00s/l890.820.806530.806530.80533-91.508120.91
1792025.08.08 08:30buy900.810.807610.806710.80791
1802025.08.08 10:31s/l900.810.806710.806710.80791-90.378030.54
1812025.08.08 19:30buy910.800.807690.806790.80799
1822025.08.08 21:48t/p910.800.807990.806790.8079929.708060.24
1832025.08.11 01:00sell920.810.806930.807830.80663
1842025.08.11 01:09s/l920.810.807830.807830.80663-90.247970.00
1852025.08.11 01:30buy930.800.808040.807140.80834
1862025.08.11 02:30close930.800.807420.807140.80834-61.437908.57
1872025.08.11 03:30buy940.790.807950.807050.80825
1882025.08.11 04:00close940.790.807530.807050.80825-41.097867.48
1892025.08.11 05:00sell950.790.806930.807830.80663
1902025.08.11 06:14t/p950.790.806630.807830.8066329.387896.86
1912025.08.11 10:30buy960.790.807570.806670.80787
1922025.08.11 10:45t/p960.790.807870.806670.8078729.347926.20
1932025.08.12 01:30buy970.790.812560.811660.81286
1942025.08.12 03:19s/l970.790.811660.811660.81286-87.607838.60
1952025.08.12 10:30sell980.780.810120.811020.80982
1962025.08.12 11:13t/p980.780.809820.811020.8098228.907867.50
1972025.08.12 14:30buy990.790.811490.810590.81179
1982025.08.12 15:30close990.790.810820.810590.81179-65.287802.22
1992025.08.12 16:00sell1000.780.809530.810430.80923
2002025.08.12 16:13s/l1000.780.810430.810430.80923-86.627715.60
2012025.08.13 10:00sell1010.770.805740.806640.80544
2022025.08.13 10:13t/p1010.770.805440.806640.8054428.687744.28
2032025.08.14 00:30sell1020.770.803880.804780.80358
2042025.08.14 00:44s/l1020.770.804780.804780.80358-86.117658.17
2052025.08.14 06:30buy1030.770.805700.804800.80600
2062025.08.14 09:44t/p1030.770.806000.804800.8060028.667686.83
2072025.08.14 15:00sell1040.770.805280.806180.80498
2082025.08.14 15:33s/l1040.770.806180.806180.80498-85.967600.87
2092025.08.14 16:00buy1050.760.806670.805770.80697
2102025.08.14 16:14t/p1050.760.806970.805770.8069728.257629.12
2112025.08.15 01:30buy1060.760.807670.806770.80797
2122025.08.15 05:00close1060.760.807300.806770.80797-34.837594.29
2132025.08.15 06:30sell1070.760.806660.807560.80636
2142025.08.15 08:48t/p1070.760.806360.807560.8063628.287622.57
2152025.08.15 19:30buy1080.760.806610.805710.80691
2162025.08.15 20:19s/l1080.760.805710.805710.80691-84.897537.68
2172025.08.18 01:00sell1090.750.805370.806270.80507
2182025.08.18 01:06t/p1090.750.805070.806270.8050727.957565.63
2192025.08.18 02:30buy1100.760.806780.805880.80708
2202025.08.18 05:00close1100.760.805980.805880.80708-75.447490.19
2212025.08.18 07:30sell1110.750.806070.806970.80577
2222025.08.18 09:30close1110.750.806420.806970.80577-32.557457.64
2232025.08.18 10:00sell1120.750.805700.806600.80540
2242025.08.18 10:44s/l1120.750.806600.806600.80540-83.687373.96
2252025.08.18 11:00buy1130.740.806960.806060.80726
2262025.08.18 11:13t/p1130.740.807260.806060.8072627.507401.46
2272025.08.19 00:00sell1140.740.806430.807330.80613
2282025.08.19 00:15s/l1140.740.807330.807330.80613-82.497318.97
2292025.08.19 00:30buy1150.730.807330.806430.80763
2302025.08.19 01:19s/l1150.730.806430.806430.80763-81.477237.50
2312025.08.19 08:30sell1160.720.806900.807800.80660
2322025.08.19 09:44t/p1160.720.806600.807800.8066026.787264.28
2332025.08.19 19:00buy1170.730.807070.806170.80737
2342025.08.19 21:09t/p1170.730.807370.806170.8073727.137291.41
2352025.08.20 11:30buy1180.730.808300.807400.80860
2362025.08.20 12:00close1180.730.807830.807400.80860-42.477248.94
2372025.08.20 13:00sell1190.720.807190.808090.80689
2382025.08.20 13:19t/p1190.720.806890.808090.8068926.777275.71
2392025.08.21 09:30buy1200.730.806430.805530.80673
2402025.08.21 10:18s/l1200.730.805530.805530.80673-81.567194.15
2412025.08.22 15:30sell1210.720.808010.808910.80771
2422025.08.22 16:06t/p1210.720.807710.808910.8077126.747220.89
2432025.08.25 10:30sell1220.720.801900.802800.80160
2442025.08.25 12:30close1220.720.802370.802800.80160-42.187178.71
2452025.08.25 14:30sell1230.720.802270.803170.80197
2462025.08.25 17:49s/l1230.720.803170.803170.80197-80.687098.03
2472025.08.25 19:30buy1240.710.804000.803100.80430
2482025.08.25 19:48t/p1240.710.804300.803100.8043026.487124.51
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