Strategy Tester Report
CCI ver2.3
SymbolNZDUSD (New Zealand Dollar 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 modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (35)
Total net profit-3575.46Gross profit1083.00Gross loss-4658.46
Profit factor0.23Expected payoff-33.11
Absolute drawdown3661.22Maximal drawdown3749.50 (37.17%)Relative drawdown37.17% (3749.50)
Total trades108Short positions (won %)71 (40.85%)Long positions (won %)37 (37.84%)
Profit trades (% of total)43 (39.81%)Loss trades (% of total)65 (60.19%)
Largestprofit trade30.00loss trade-90.90
Averageprofit trade25.19loss trade-71.67
Maximumconsecutive wins (profit in money)3 (89.10)consecutive losses (loss in money)8 (-553.50)
Maximalconsecutive profit (count of wins)89.10 (3)consecutive loss (count of losses)-553.50 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 00:00sell11.000.626170.627070.62587
22024.10.03 03:03t/p11.000.625870.627070.6258730.0010030.00
32024.10.09 05:00sell21.000.610590.611490.61029
42024.10.09 05:03t/p21.000.610290.611490.6102930.0010060.00
52024.10.10 20:00sell31.010.607110.608010.60681
62024.10.10 20:21s/l31.010.608010.608010.60681-90.909969.10
72024.10.11 01:00buy41.000.609690.608790.60999
82024.10.11 04:12t/p41.000.609990.608790.6099930.009999.10
92024.10.14 00:05sell51.000.609220.610120.60892
102024.10.14 00:10s/l51.000.610120.610120.60892-90.009909.10
112024.10.15 00:01buy60.990.609520.608620.60982
122024.10.15 03:00close60.990.608940.608620.60982-57.429851.68
132024.10.15 03:00sell70.990.608950.609850.60865
142024.10.15 07:03t/p70.990.608650.609850.6086529.709881.38
152024.10.15 16:00buy80.990.610050.609150.61035
162024.10.15 16:20t/p80.990.610350.609150.6103529.709911.08
172024.10.15 19:00sell90.990.608490.609390.60819
182024.10.15 20:04t/p90.990.608190.609390.6081929.709940.78
192024.10.16 16:00sell100.990.606660.607560.60636
202024.10.16 16:18s/l100.990.607560.607560.60636-89.109851.68
212024.10.17 07:00sell110.990.605910.606810.60561
222024.10.17 08:20s/l110.990.606810.606810.60561-89.109762.58
232024.10.17 10:00sell120.980.605800.606700.60550
242024.10.17 10:07t/p120.980.605500.606700.6055029.409791.98
252024.10.17 18:00sell130.980.605970.606870.60567
262024.10.17 18:27s/l130.980.606870.606870.60567-88.209703.78
272024.10.18 08:00sell140.970.605890.606790.60559
282024.10.18 09:00close140.970.606590.606790.60559-67.909635.88
292024.10.18 10:00buy150.960.606950.606050.60725
302024.10.18 12:15t/p150.960.607250.606050.6072528.809664.68
312024.10.18 19:00sell160.970.606340.607240.60604
322024.10.18 19:25s/l160.970.607240.607240.60604-87.309577.38
332024.10.18 20:00buy170.960.607660.606760.60796
342024.10.18 20:29s/l170.960.606760.606760.60796-86.409490.98
352024.10.21 00:00sell180.950.606450.607350.60615
362024.10.21 01:00close180.950.607130.607350.60615-64.609426.38
372024.10.21 01:00buy190.940.607120.606220.60742
382024.10.21 01:03t/p190.940.607420.606220.6074228.209454.58
392024.10.21 10:00sell200.950.605500.606400.60520
402024.10.21 10:06s/l200.950.606400.606400.60520-85.509369.08
412024.10.22 11:00buy210.940.605650.604750.60595
422024.10.22 12:13s/l210.940.604750.604750.60595-84.609284.48
432024.10.22 19:00sell220.930.604250.605150.60395
442024.10.22 20:04s/l220.930.605150.605150.60395-83.709200.78
452024.10.23 02:00sell230.920.604200.605100.60390
462024.10.23 03:51t/p230.920.603900.605100.6039027.609228.38
472024.10.23 08:00sell240.920.603710.604610.60341
482024.10.23 09:28t/p240.920.603410.604610.6034127.609255.98
492024.10.24 13:00buy250.930.602900.602000.60320
502024.10.24 15:33s/l250.930.602000.602000.60320-83.709172.28
512024.10.24 18:00sell260.920.600760.601660.60046
522024.10.24 19:10t/p260.920.600460.601660.6004627.609199.88
532024.10.25 02:00sell270.920.600710.601610.60041
542024.10.25 03:18t/p270.920.600410.601610.6004127.609227.48
552024.10.25 19:00sell280.920.599160.600060.59886
562024.10.25 19:57t/p280.920.598860.600060.5988627.609255.08
572024.10.28 17:00buy290.930.599850.598950.60015
582024.10.28 17:03s/l290.930.598950.598950.60015-83.709171.38
592024.10.28 19:00sell300.920.597820.598720.59752
602024.10.29 02:00close300.920.598290.598720.59752-43.249128.14
612024.10.29 07:00sell310.910.596840.597740.59654
622024.10.29 08:36s/l310.910.597740.597740.59654-81.909046.24
632024.10.29 11:00sell320.900.597400.598300.59710
642024.10.29 11:38s/l320.900.598300.598300.59710-81.008965.24
652024.10.29 15:00sell330.900.596800.597700.59650
662024.10.29 15:23t/p330.900.596500.597700.5965027.008992.24
672024.10.30 06:00sell340.900.596550.597450.59625
682024.10.30 06:18t/p340.900.596250.597450.5962527.009019.24
692024.10.30 12:00buy350.900.600090.599190.60039
702024.10.30 12:26s/l350.900.599190.599190.60039-81.008938.24
712024.10.31 00:00sell360.890.597010.597910.59671
722024.10.31 03:56t/p360.890.596710.597910.5967126.708964.94
732024.10.31 07:00sell370.900.597110.598010.59681
742024.10.31 08:47s/l370.900.598010.598010.59681-81.008883.94
752024.10.31 09:00buy380.890.598180.597280.59848
762024.10.31 12:00close380.890.597460.597280.59848-64.088819.86
772024.10.31 13:00sell390.880.597160.598060.59686
782024.10.31 13:23s/l390.880.598060.598060.59686-79.208740.66
792024.10.31 23:00buy400.870.597930.597030.59823
802024.11.01 00:01s/l400.870.597030.597030.59823-78.308662.36
812024.11.01 03:00sell410.870.597020.597920.59672
822024.11.01 03:23t/p410.870.596720.597920.5967226.108688.46
832024.11.01 07:00buy420.870.597920.597020.59822
842024.11.01 07:42t/p420.870.598220.597020.5982226.108714.56
852024.11.01 10:00sell430.870.596720.597620.59642
862024.11.01 11:23s/l430.870.597620.597620.59642-78.308636.26
872024.11.01 16:00buy440.860.599440.598540.59974
882024.11.01 16:03s/l440.860.598540.598540.59974-77.408558.86
892024.11.01 21:00sell450.860.596350.597250.59605
902024.11.04 00:00s/l450.860.597250.597250.59605-77.408481.46
912024.11.04 00:00buy460.850.600220.599320.60052
922024.11.04 00:05s/l460.850.599320.599320.60052-76.508404.96
932024.11.04 02:00buy470.840.598890.597990.59919
942024.11.04 02:52t/p470.840.599190.597990.5991925.208430.16
952024.11.04 19:00sell480.840.597520.598420.59722
962024.11.04 20:01s/l480.840.598420.598420.59722-75.608354.56
972024.11.05 09:00buy490.840.599000.598100.59930
982024.11.05 09:18t/p490.840.599300.598100.5993025.208379.76
992024.11.06 03:00sell500.840.596580.597480.59628
1002024.11.06 03:05t/p500.840.596280.597480.5962825.208404.96
1012024.11.07 05:00buy510.840.597510.596610.59781
1022024.11.07 05:25t/p510.840.597810.596610.5978125.208430.16
1032024.11.08 16:00sell520.840.597820.598720.59752
1042024.11.08 16:28s/l520.840.598720.598720.59752-75.608354.56
1052024.11.12 05:00sell530.840.595800.596700.59550
1062024.11.12 07:58t/p530.840.595500.596700.5955025.208379.76
1072024.11.13 17:00sell540.840.590310.591210.59001
1082024.11.13 17:06t/p540.840.590010.591210.5900125.208404.96
1092024.11.15 17:00sell550.840.585170.586070.58487
1102024.11.15 17:31s/l550.840.586070.586070.58487-75.608329.36
1112024.11.15 22:00sell560.830.585850.586750.58555
1122024.11.15 22:30t/p560.830.585550.586750.5855524.908354.26
1132024.11.18 01:00sell570.840.586010.586910.58571
1142024.11.18 02:00close570.840.586640.586910.58571-52.928301.34
1152024.11.18 06:00sell580.830.585370.586270.58507
1162024.11.18 06:48s/l580.830.586270.586270.58507-74.708226.64
1172024.11.18 19:00buy590.820.588360.587460.58866
1182024.11.18 19:51t/p590.820.588660.587460.5886624.608251.24
1192024.11.20 11:00sell600.830.588590.589490.58829
1202024.11.20 12:48t/p600.830.588290.589490.5882924.908276.14
1212024.11.21 18:00sell610.830.586430.587330.58613
1222024.11.21 18:16t/p610.830.586130.587330.5861324.908301.04
1232024.11.25 02:00buy620.830.586380.585480.58668
1242024.11.25 05:42s/l620.830.585480.585480.58668-74.708226.34
1252024.11.25 11:00sell630.820.584030.584930.58373
1262024.11.25 11:03s/l630.820.584930.584930.58373-73.808152.54
1272024.11.25 16:00buy640.820.586860.585960.58716
1282024.11.25 16:08s/l640.820.585960.585960.58716-73.808078.74
1292024.11.25 19:00sell650.810.583850.584750.58355
1302024.11.25 20:03s/l650.810.584750.584750.58355-72.908005.84
1312024.11.25 23:00sell660.800.584450.585350.58415
1322024.11.26 00:02t/p660.800.584150.585350.5841524.008029.84
1332024.11.26 13:00buy670.800.585660.584760.58596
1342024.11.26 13:31s/l670.800.584760.584760.58596-72.007957.84
1352024.11.26 17:00sell680.800.583070.583970.58277
1362024.11.26 17:13t/p680.800.582770.583970.5827724.007981.84
1372024.11.27 04:00buy690.800.587710.586810.58801
1382024.11.27 04:06s/l690.800.586810.586810.58801-72.007909.84
1392024.11.29 02:00buy700.790.589850.588950.59015
1402024.11.29 02:35t/p700.790.590150.588950.5901523.707933.54
1412024.12.02 05:00sell710.790.589430.590330.58913
1422024.12.02 08:13s/l710.790.590330.590330.58913-71.107862.44
1432024.12.03 11:00buy720.790.590500.589600.59080
1442024.12.03 11:32s/l720.790.589600.589600.59080-71.107791.34
1452024.12.03 15:00sell730.780.588010.588910.58771
1462024.12.03 15:37s/l730.780.588910.588910.58771-70.207721.14
1472024.12.03 21:00buy740.770.589430.588530.58973
1482024.12.03 21:13s/l740.770.588530.588530.58973-69.307651.84
1492024.12.03 22:00sell750.770.587380.588280.58708
1502024.12.03 22:06s/l750.770.588280.588280.58708-69.307582.54
1512024.12.05 00:00sell760.760.584940.585840.58464
1522024.12.05 01:30s/l760.760.585840.585840.58464-68.407514.14
1532024.12.05 06:00buy770.750.587260.586360.58756
1542024.12.05 06:42s/l770.750.586360.586360.58756-67.507446.64
1552024.12.06 04:00sell780.740.586360.587260.58606
1562024.12.06 04:40s/l780.740.587260.587260.58606-66.607380.04
1572024.12.06 18:00sell790.740.583240.584140.58294
1582024.12.06 19:02t/p790.740.582940.584140.5829422.207402.24
1592024.12.09 11:00buy800.740.586180.585280.58648
1602024.12.09 11:05t/p800.740.586480.585280.5864822.207424.44
1612024.12.10 04:00sell810.740.584590.585490.58429
1622024.12.10 04:08s/l810.740.585490.585490.58429-66.607357.84
1632024.12.11 20:00sell820.740.578270.579170.57797
1642024.12.11 20:02s/l820.740.579170.579170.57797-66.607291.24
1652024.12.12 06:00buy830.730.580910.580010.58121
1662024.12.12 09:06t/p830.730.581210.580010.5812121.907313.14
1672024.12.12 15:00sell840.730.579020.579920.57872
1682024.12.12 15:33s/l840.730.579920.579920.57872-65.707247.44
1692024.12.16 07:00buy850.720.578280.577380.57858
1702024.12.16 11:58s/l850.720.577380.577380.57858-64.807182.64
1712024.12.16 13:00sell860.720.576400.577300.57610
1722024.12.16 14:17s/l860.720.577300.577300.57610-64.807117.84
1732024.12.16 17:00sell870.710.576540.577440.57624
1742024.12.16 17:27s/l870.710.577440.577440.57624-63.907053.94
1752024.12.16 18:00buy880.710.578460.577560.57876
1762024.12.16 18:51s/l880.710.577560.577560.57876-63.906990.04
1772024.12.17 06:00sell890.700.577090.577990.57679
1782024.12.17 07:57t/p890.700.576790.577990.5767921.007011.04
1792024.12.20 13:00sell900.700.563170.564070.56287
1802024.12.20 14:31s/l900.700.564070.564070.56287-63.006948.04
1812024.12.20 20:00buy910.690.566560.565660.56686
1822024.12.20 20:32s/l910.690.565660.565660.56686-62.106885.94
1832024.12.23 13:00sell920.690.564630.565530.56433
1842024.12.23 14:18t/p920.690.564330.565530.5643320.706906.64
1852024.12.24 01:00sell930.690.564100.565000.56380
1862024.12.24 01:12s/l930.690.565000.565000.56380-62.106844.54
1872024.12.24 10:00sell940.680.564300.565200.56400
1882024.12.24 10:38s/l940.680.565200.565200.56400-61.206783.34
1892024.12.24 18:00sell950.680.563530.564430.56323
1902024.12.24 19:06s/l950.680.564430.564430.56323-61.206722.14
1912024.12.26 09:00sell960.670.563850.564750.56355
1922024.12.26 14:41t/p960.670.563550.564750.5635520.106742.24
1932024.12.27 15:00buy970.670.564120.563220.56442
1942024.12.27 16:28s/l970.670.563220.563220.56442-60.306681.94
1952024.12.27 20:00sell980.670.562520.563420.56222
1962024.12.27 20:35s/l980.670.563420.563420.56222-60.306621.64
1972024.12.27 22:00buy990.660.563960.563060.56426
1982024.12.27 23:45s/l990.660.563060.563060.56426-59.406562.24
1992024.12.30 00:00sell1000.660.562560.563460.56226
2002024.12.30 00:42s/l1000.660.563460.563460.56226-59.406502.84
2012024.12.30 01:00buy1010.650.563890.562990.56419
2022024.12.30 01:05t/p1010.650.564190.562990.5641919.506522.34
2032024.12.30 18:00sell1020.650.563660.564560.56336
2042024.12.30 19:58s/l1020.650.564560.564560.56336-58.506463.84
2052024.12.30 21:00buy1030.650.565070.564170.56537
2062024.12.30 21:52s/l1030.650.564170.564170.56537-58.506405.34
2072024.12.30 23:00sell1040.640.563870.564770.56357
2082024.12.31 00:01t/p1040.640.563570.564770.5635719.206424.54
2092025.01.03 10:00sell1050.640.560110.561010.55981
2102025.01.03 10:30t/p1050.640.559810.561010.5598119.206443.74
2112025.01.03 18:00sell1060.640.559940.560840.55964
2122025.01.03 18:32s/l1060.640.560840.560840.55964-57.606386.14
2132025.01.06 00:02buy1070.640.561400.560500.56170
2142025.01.06 01:46t/p1070.640.561700.560500.5617019.206405.34
2152025.01.07 21:00sell1080.640.563860.564760.56356
2162025.01.07 22:35t/p1080.640.563560.564760.5635619.206424.54