Strategy Tester Report
e-PassLevCCI-EMA
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)
ParametersLots=0.1; StopLoss=27; UseTakeProfit=true; TakeProfit=70; UseTrailing=false; TrailingStop=50; CCI_Period=18; EMA_Period=34; BarsForCheck=4;
Bars in test3781Ticks modelled5113536Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (19)
Total net profit-69.25Gross profit8.71Gross loss-77.96
Profit factor0.11Expected payoff-2.89
Absolute drawdown69.25Maximal drawdown69.25 (0.69%)Relative drawdown0.69% (69.25)
Total trades24Short positions (won %)16 (6.25%)Long positions (won %)8 (0.00%)
Profit trades (% of total)1 (4.17%)Loss trades (% of total)23 (95.83%)
Largestprofit trade8.71loss trade-3.41
Averageprofit trade8.71loss trade-3.39
Maximumconsecutive wins (profit in money)1 (8.71)consecutive losses (loss in money)20 (-67.88)
Maximalconsecutive profit (count of wins)8.71 (1)consecutive loss (count of losses)-67.88 (20)
Averageconsecutive wins1consecutive losses12
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.17 23:30sell10.100.804170.804440.80347
22025.07.17 23:39s/l10.100.804440.804440.80347-3.369996.64
32025.07.17 23:39sell20.100.804250.804520.80355
42025.07.17 23:44s/l20.100.804520.804520.80355-3.369993.28
52025.07.17 23:44sell30.100.804330.804600.80363
62025.07.17 23:48s/l30.100.804600.804600.80363-3.369989.92
72025.07.17 23:48sell40.100.804410.804680.80371
82025.07.18 01:33t/p40.100.803710.804680.803718.719998.63
92025.07.24 21:00sell50.100.793900.794170.79320
102025.07.24 21:09s/l50.100.794170.794170.79320-3.409995.23
112025.07.24 21:09sell60.100.793980.794250.79328
122025.07.24 21:09s/l60.100.794250.794250.79328-3.409991.83
132025.07.24 21:09sell70.100.794060.794330.79336
142025.07.24 21:13s/l70.100.794330.794330.79336-3.409988.43
152025.07.24 21:13sell80.100.794140.794410.79344
162025.07.24 21:14s/l80.100.794410.794410.79344-3.409985.03
172025.07.24 21:14sell90.100.794220.794490.79352
182025.07.24 21:18s/l90.100.794490.794490.79352-3.409981.63
192025.07.24 21:18sell100.100.794300.794570.79360
202025.07.24 21:19s/l100.100.794570.794570.79360-3.409978.23
212025.07.24 21:19sell110.100.794380.794650.79368
222025.07.24 22:01s/l110.100.794650.794650.79368-3.409974.83
232025.07.29 05:30sell120.100.802590.802860.80189
242025.07.29 05:43s/l120.100.802860.802860.80189-3.369971.47
252025.07.29 05:43sell130.100.802670.802940.80197
262025.07.29 05:44s/l130.100.802940.802940.80197-3.369968.11
272025.07.29 05:44sell140.100.802750.803020.80205
282025.07.29 05:48s/l140.100.803020.803020.80205-3.369964.75
292025.07.29 05:48sell150.100.802830.803100.80213
302025.07.29 05:49s/l150.100.803100.803100.80213-3.369961.39
312025.07.29 05:49sell160.100.802910.803180.80221
322025.07.29 06:18s/l160.100.803180.803180.80221-3.369958.03
332025.09.09 12:00buy170.100.793180.792910.79388
342025.09.09 12:08s/l170.100.792910.792910.79388-3.419954.62
352025.09.09 12:08buy180.100.793100.792830.79380
362025.09.09 12:09s/l180.100.792830.792830.79380-3.419951.21
372025.09.09 12:09buy190.100.793020.792750.79372
382025.09.09 12:13s/l190.100.792750.792750.79372-3.419947.80
392025.09.09 12:13buy200.100.792940.792670.79364
402025.09.09 12:14s/l200.100.792670.792670.79364-3.419944.39
412025.09.09 12:14buy210.100.792860.792590.79356
422025.09.09 12:18s/l210.100.792590.792590.79356-3.419940.98
432025.09.09 12:18buy220.100.792780.792510.79348
442025.09.09 12:19s/l220.100.792510.792510.79348-3.419937.57
452025.09.09 12:19buy230.100.792700.792430.79340
462025.09.09 12:19s/l230.100.792430.792430.79340-3.419934.16
472025.09.09 12:19buy240.100.792620.792350.79332
482025.09.09 12:31s/l240.100.792350.792350.79332-3.419930.75