Strategy Tester Report
CCI ver2.3
SymbolUSDCAD (US Dollar vs Canadian 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 modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (17)
Total net profit-815.30Gross profit1000.73Gross loss-1816.03
Profit factor0.55Expected payoff-10.19
Absolute drawdown987.96Maximal drawdown987.96 (9.88%)Relative drawdown9.88% (987.96)
Total trades80Short positions (won %)28 (64.29%)Long positions (won %)52 (61.54%)
Profit trades (% of total)50 (62.50%)Loss trades (% of total)30 (37.50%)
Largestprofit trade21.64loss trade-66.71
Averageprofit trade20.01loss trade-60.53
Maximumconsecutive wins (profit in money)8 (151.76)consecutive losses (loss in money)4 (-230.18)
Maximalconsecutive profit (count of wins)151.76 (8)consecutive loss (count of losses)-230.18 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 00:00buy11.001.350241.349341.35054
22024.10.03 00:05s/l11.001.349341.349341.35054-66.719933.29
32024.10.11 18:00buy20.991.377421.376521.37772
42024.10.11 18:08s/l20.991.376521.376521.37772-64.739868.56
52024.10.14 02:00buy30.991.377961.377061.37826
62024.10.14 02:18t/p30.991.378261.377061.3782621.559890.11
72024.10.16 00:00sell40.991.377361.378261.37706
82024.10.16 00:02t/p40.991.377061.378261.3770621.569911.67
92024.10.17 11:00buy50.991.378421.377521.37872
102024.10.17 14:11s/l50.991.377521.377521.37872-64.689846.99
112024.10.18 16:00buy60.981.379651.378751.37995
122024.10.18 16:53t/p60.981.379951.378751.3799521.319868.30
132024.10.23 00:00sell70.991.381641.382541.38134
142024.10.23 00:03t/p70.991.381341.382541.3813421.509889.80
152024.10.23 12:00buy80.991.382631.381731.38293
162024.10.23 13:53t/p80.991.382931.381731.3829321.489911.28
172024.10.24 06:00sell90.991.382461.383361.38216
182024.10.24 10:14t/p90.991.382161.383361.3821621.499932.77
192024.10.24 18:00buy100.991.384961.384061.38526
202024.10.24 18:50t/p100.991.385261.384061.3852621.449954.21
212024.10.25 17:00buy111.001.386041.385141.38634
222024.10.25 17:26t/p111.001.386341.385141.3863421.649975.85
232024.10.29 02:00buy121.001.389471.388571.38977
242024.10.29 03:00close121.001.388761.388571.38977-51.129924.73
252024.10.29 07:00buy130.991.389861.388961.39016
262024.10.29 09:48s/l130.991.388961.388961.39016-64.159860.58
272024.10.29 13:00sell140.991.387901.388801.38760
282024.10.29 14:26s/l140.991.388801.388801.38760-64.169796.42
292024.10.29 16:00buy150.981.390311.389411.39061
302024.10.29 16:13t/p150.981.390611.389411.3906121.149817.56
312024.10.30 22:00sell160.981.389841.390741.38954
322024.10.31 01:36s/l160.981.390741.390741.38954-63.429754.14
332024.10.31 04:00buy170.981.391641.390741.39194
342024.10.31 07:45t/p170.981.391941.390741.3919421.129775.26
352024.10.31 17:00sell180.981.390391.391291.39009
362024.10.31 17:05s/l180.981.391291.391291.39009-63.399711.87
372024.10.31 19:00buy190.971.394081.393181.39438
382024.10.31 19:16s/l190.971.393181.393181.39438-62.669649.21
392024.10.31 23:00buy200.961.392491.391591.39279
402024.10.31 23:36t/p200.961.392791.391591.3927920.689669.89
412024.11.01 16:00sell210.971.391041.391941.39074
422024.11.01 16:18s/l210.971.391941.391941.39074-62.729607.17
432024.11.01 19:00buy220.961.392681.391781.39298
442024.11.01 19:33t/p220.961.392981.391781.3929820.689627.85
452024.11.04 01:00sell230.961.391901.392801.39160
462024.11.04 01:18s/l230.961.392801.392801.39160-62.039565.82
472024.11.06 05:00buy240.961.391961.391061.39226
482024.11.06 05:00t/p240.961.392261.391061.3922620.699586.51
492024.11.07 06:00sell250.961.389001.389901.38870
502024.11.07 06:08s/l250.961.389901.389901.38870-62.169524.35
512024.11.08 11:00buy260.951.389011.388111.38931
522024.11.08 11:43s/l260.951.388111.388111.38931-61.599462.76
532024.11.12 04:00buy270.951.393321.392421.39362
542024.11.12 04:01t/p270.951.393621.392421.3936220.459483.21
552024.11.12 19:00buy280.951.395731.394831.39603
562024.11.12 19:18s/l280.951.394831.394831.39603-61.309421.91
572024.11.13 13:00buy290.941.395841.394941.39614
582024.11.13 13:58s/l290.941.394941.394941.39614-60.659361.26
592024.11.13 17:00buy300.941.398691.397791.39899
602024.11.13 17:02t/p300.941.398991.397791.3989920.169381.42
612024.11.18 19:00sell310.941.402891.403791.40259
622024.11.18 19:03t/p310.941.402591.403791.4025920.119401.53
632024.11.20 17:00buy320.941.400621.399721.40092
642024.11.20 17:02t/p320.941.400921.399721.4009220.139421.66
652024.11.21 00:00sell330.941.397241.398141.39694
662024.11.21 01:46t/p330.941.396941.398141.3969420.199441.85
672024.11.22 02:00buy340.941.398511.397611.39881
682024.11.22 02:07s/l340.941.397611.397611.39881-60.539381.32
692024.11.25 00:00sell350.941.394521.395421.39422
702024.11.25 00:06t/p350.941.394221.395421.3942220.239401.55
712024.11.25 14:00buy360.941.397391.396491.39769
722024.11.25 14:17t/p360.941.397691.396491.3976920.189421.73
732024.11.25 16:00sell370.941.395541.396441.39524
742024.11.25 16:06s/l370.941.396441.396441.39524-60.589361.15
752024.11.25 17:00buy380.941.397511.396611.39781
762024.11.25 17:02t/p380.941.397811.396611.3978120.179381.32
772024.11.27 16:00sell390.941.404211.405111.40391
782024.11.27 16:07s/l390.941.405111.405111.40391-60.219321.11
792024.11.29 16:00buy400.931.402851.401951.40315
802024.11.29 16:12t/p400.931.403151.401951.4031519.889340.99
812024.11.29 20:00sell410.931.399821.400721.39952
822024.11.29 20:03t/p410.931.399521.400721.3995219.949360.93
832024.12.02 03:00buy420.941.402921.402021.40322
842024.12.02 03:05t/p420.941.403221.402021.4032220.109381.03
852024.12.03 11:00sell430.941.401381.402281.40108
862024.12.03 11:03t/p430.941.401081.402281.4010820.139401.16
872024.12.03 18:00buy440.941.406651.405751.40695
882024.12.03 18:07t/p440.941.406951.405751.4069520.049421.20
892024.12.04 15:00buy450.941.406621.405721.40692
902024.12.04 15:30s/l450.941.405721.405721.40692-60.189361.02
912024.12.05 01:00buy460.941.407171.406271.40747
922024.12.05 02:02t/p460.941.407471.406271.4074720.049381.06
932024.12.05 13:00sell470.941.405731.406631.40543
942024.12.05 13:38t/p470.941.405431.406631.4054320.079401.13
952024.12.06 15:00buy480.941.405871.404971.40617
962024.12.06 15:08t/p480.941.406171.404971.4061720.059421.18
972024.12.09 21:00buy490.941.414401.413501.41470
982024.12.09 21:26t/p490.941.414701.413501.4147019.939441.11
992024.12.10 23:00buy500.941.417391.416491.41769
1002024.12.10 23:46t/p500.941.417691.416491.4176919.899461.00
1012024.12.11 10:00buy510.951.419091.418191.41939
1022024.12.11 10:23s/l510.951.418191.418191.41939-60.299400.71
1032024.12.11 17:00sell520.941.412451.413351.41215
1042024.12.11 17:01s/l520.941.413351.413351.41215-59.869340.85
1052024.12.11 21:00buy530.931.416951.416051.41725
1062024.12.11 21:13s/l530.931.416051.416051.41725-59.119281.74
1072024.12.12 01:00sell540.931.415371.416271.41507
1082024.12.12 01:52t/p540.931.415071.416271.4150719.729301.46
1092024.12.12 15:00buy550.931.416701.415801.41700
1102024.12.12 15:10t/p550.931.417001.415801.4170019.699321.15
1112024.12.16 05:00buy560.931.422911.422011.42321
1122024.12.16 06:23s/l560.931.422011.422011.42321-58.869262.29
1132024.12.16 11:00buy570.931.423081.422181.42338
1142024.12.16 12:18t/p570.931.423381.422181.4233819.609281.89
1152024.12.16 22:00buy580.931.423821.422921.42412
1162024.12.16 22:13t/p580.931.424121.422921.4241219.599301.48
1172024.12.20 03:00buy590.931.441931.441031.44223
1182024.12.20 03:35s/l590.931.441031.441031.44223-58.089243.40
1192024.12.20 16:00buy600.921.439421.438521.43972
1202024.12.20 16:07s/l600.921.438521.438521.43972-57.569185.84
1212024.12.20 18:00sell610.921.436771.437671.43647
1222024.12.20 18:05s/l610.921.437671.437671.43647-57.599128.25
1232024.12.23 10:00buy620.911.438931.438031.43923
1242024.12.23 10:52s/l620.911.438031.438031.43923-56.959071.30
1252024.12.23 21:00sell630.911.437491.438391.43719
1262024.12.23 21:58t/p630.911.437191.438391.4371919.009090.30
1272024.12.24 03:00buy640.911.438341.437441.43864
1282024.12.24 04:12s/l640.911.437441.437441.43864-56.989033.32
1292024.12.24 10:00buy650.901.438411.437511.43871
1302024.12.24 10:33t/p650.901.438711.437511.4387118.779052.09
1312024.12.24 20:00sell660.911.437481.438381.43718
1322024.12.24 20:02t/p660.911.437181.438381.4371819.009071.09
1332024.12.26 11:00buy670.911.439971.439071.44027
1342024.12.26 11:05t/p670.911.440271.439071.4402718.959090.04
1352024.12.26 15:00buy680.911.439911.439011.44021
1362024.12.26 15:12s/l680.911.439011.439011.44021-56.919033.13
1372024.12.27 14:00sell690.901.439041.439941.43874
1382024.12.27 14:11t/p690.901.438741.439941.4387418.779051.90
1392024.12.27 17:00buy700.911.440691.439791.44099
1402024.12.27 17:01t/p700.911.440991.439791.4409918.959070.85
1412024.12.30 04:00sell710.911.439871.440771.43957
1422024.12.30 07:17t/p710.911.439571.440771.4395718.969089.81
1432024.12.30 11:00buy720.911.441061.440161.44136
1442024.12.30 11:08s/l720.911.440161.440161.44136-56.879032.94
1452024.12.30 12:00sell730.901.439101.440001.43880
1462024.12.30 12:12t/p730.901.438801.440001.4388018.779051.71
1472024.12.30 16:00buy740.911.440901.440001.44120
1482024.12.30 16:00t/p740.911.441201.440001.4412018.949070.65
1492024.12.30 18:00sell750.911.438601.439501.43830
1502024.12.30 18:18t/p750.911.438301.439501.4383018.989089.63
1512024.12.31 14:00buy760.911.438371.437471.43867
1522024.12.31 14:08t/p760.911.438671.437471.4386718.989108.61
1532025.01.03 04:00sell770.911.439021.439921.43872
1542025.01.03 04:27t/p770.911.438721.439921.4387218.989127.59
1552025.01.03 16:00buy780.911.441491.440591.44179
1562025.01.03 16:46t/p780.911.441791.440591.4417918.939146.52
1572025.01.06 05:00sell790.911.439551.440451.43925
1582025.01.06 05:02t/p790.911.439251.440451.4392518.979165.49
1592025.01.07 23:00buy800.921.436091.435191.43639
1602025.01.07 23:43t/p800.921.436391.435191.4363919.219184.70