Strategy Tester Report
FT_CCI
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17; | ||||
| Bars in test | 2393 | Ticks modelled | 6211350 | Modelling quality | 90.00% |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | Spread | Current (13) | ||
| Total net profit | -1183.70 | Gross profit | 1404.70 | Gross loss | -2588.40 |
| Profit factor | 0.54 | Expected payoff | -22.76 | ||
| Absolute drawdown | 2333.80 | Maximal drawdown | 2494.20 (24.55%) | Relative drawdown | 24.55% (2494.20) |
| Total trades | 52 | Short positions (won %) | 26 (53.85%) | Long positions (won %) | 26 (50.00%) |
| Profit trades (% of total) | 27 (51.92%) | Loss trades (% of total) | 25 (48.08%) | ||
| Largest | profit trade | 130.60 | loss trade | -293.40 | |
| Average | profit trade | 52.03 | loss trade | -103.54 | |
| Maximum | consecutive wins (profit in money) | 9 (706.80) | consecutive losses (loss in money) | 4 (-685.30) | |
| Maximal | consecutive profit (count of wins) | 706.80 (9) | consecutive loss (count of losses) | -685.30 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 13:00 | sell | 1 | 0.10 | 1.37751 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.02 13:00 | buy | 2 | 0.10 | 1.36911 | 0.00000 | 0.00000 | ||
| 3 | 2025.07.02 13:00 | close | 1 | 0.10 | 1.36911 | 0.00000 | 0.00000 | 84.00 | 10084.00 |
| 4 | 2025.07.02 18:00 | buy | 3 | 0.10 | 1.35943 | 0.00000 | 0.00000 | ||
| 5 | 2025.07.07 07:00 | buy | 4 | 0.10 | 1.36283 | 0.00000 | 0.00000 | ||
| 6 | 2025.07.08 15:00 | buy | 5 | 0.10 | 1.35741 | 0.00000 | 0.00000 | ||
| 7 | 2025.07.10 18:00 | buy | 6 | 0.10 | 1.35556 | 0.00000 | 0.00000 | ||
| 8 | 2025.07.14 20:00 | buy | 7 | 0.10 | 1.34360 | 0.00000 | 0.00000 | ||
| 9 | 2025.07.15 12:00 | sell | 8 | 0.10 | 1.34460 | 0.00000 | 0.00000 | ||
| 10 | 2025.07.15 12:00 | close | 2 | 0.10 | 1.34460 | 0.00000 | 0.00000 | -245.10 | 9838.90 |
| 11 | 2025.07.15 12:00 | close | 4 | 0.10 | 1.34460 | 0.00000 | 0.00000 | -182.30 | 9656.60 |
| 12 | 2025.07.15 12:00 | close | 6 | 0.10 | 1.34460 | 0.00000 | 0.00000 | -109.60 | 9547.00 |
| 13 | 2025.07.15 12:00 | close | 3 | 0.10 | 1.34460 | 0.00000 | 0.00000 | -148.30 | 9398.70 |
| 14 | 2025.07.15 12:00 | close | 7 | 0.10 | 1.34460 | 0.00000 | 0.00000 | 10.00 | 9408.70 |
| 15 | 2025.07.15 12:00 | close | 5 | 0.10 | 1.34460 | 0.00000 | 0.00000 | -128.10 | 9280.60 |
| 16 | 2025.07.15 19:00 | buy | 9 | 0.10 | 1.33960 | 0.00000 | 0.00000 | ||
| 17 | 2025.07.15 19:00 | close | 8 | 0.10 | 1.33960 | 0.00000 | 0.00000 | 50.00 | 9330.60 |
| 18 | 2025.07.16 11:00 | sell | 10 | 0.10 | 1.33924 | 0.00000 | 0.00000 | ||
| 19 | 2025.07.16 11:00 | close | 9 | 0.10 | 1.33924 | 0.00000 | 0.00000 | -3.60 | 9327.00 |
| 20 | 2025.07.16 18:00 | buy | 11 | 0.10 | 1.33931 | 0.00000 | 0.00000 | ||
| 21 | 2025.07.16 18:00 | close | 10 | 0.10 | 1.33931 | 0.00000 | 0.00000 | -0.70 | 9326.30 |
| 22 | 2025.07.16 20:00 | sell | 12 | 0.10 | 1.34210 | 0.00000 | 0.00000 | ||
| 23 | 2025.07.16 20:00 | close | 11 | 0.10 | 1.34210 | 0.00000 | 0.00000 | 27.90 | 9354.20 |
| 24 | 2025.07.18 16:00 | sell | 13 | 0.10 | 1.34574 | 0.00000 | 0.00000 | ||
| 25 | 2025.07.21 13:00 | sell | 14 | 0.10 | 1.34568 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.22 21:00 | sell | 15 | 0.10 | 1.35224 | 0.00000 | 0.00000 | ||
| 27 | 2025.07.23 13:00 | sell | 16 | 0.10 | 1.35449 | 0.00000 | 0.00000 | ||
| 28 | 2025.07.23 20:00 | sell | 17 | 0.10 | 1.35606 | 0.00000 | 0.00000 | ||
| 29 | 2025.07.24 13:00 | buy | 18 | 0.10 | 1.35482 | 0.00000 | 0.00000 | ||
| 30 | 2025.07.24 13:00 | close | 12 | 0.10 | 1.35482 | 0.00000 | 0.00000 | -127.20 | 9227.00 |
| 31 | 2025.07.24 13:00 | close | 14 | 0.10 | 1.35482 | 0.00000 | 0.00000 | -91.40 | 9135.60 |
| 32 | 2025.07.24 13:00 | close | 16 | 0.10 | 1.35482 | 0.00000 | 0.00000 | -3.30 | 9132.30 |
| 33 | 2025.07.24 13:00 | close | 13 | 0.10 | 1.35482 | 0.00000 | 0.00000 | -90.80 | 9041.50 |
| 34 | 2025.07.24 13:00 | close | 17 | 0.10 | 1.35482 | 0.00000 | 0.00000 | 12.40 | 9053.90 |
| 35 | 2025.07.24 13:00 | close | 15 | 0.10 | 1.35482 | 0.00000 | 0.00000 | -25.80 | 9028.10 |
| 36 | 2025.07.25 13:00 | buy | 19 | 0.10 | 1.34636 | 0.00000 | 0.00000 | ||
| 37 | 2025.07.28 12:00 | buy | 20 | 0.10 | 1.34215 | 0.00000 | 0.00000 | ||
| 38 | 2025.07.28 22:00 | buy | 21 | 0.10 | 1.33542 | 0.00000 | 0.00000 | ||
| 39 | 2025.07.29 12:00 | buy | 22 | 0.10 | 1.33424 | 0.00000 | 0.00000 | ||
| 40 | 2025.07.30 14:00 | sell | 23 | 0.10 | 1.33627 | 0.00000 | 0.00000 | ||
| 41 | 2025.07.30 14:00 | close | 18 | 0.10 | 1.33627 | 0.00000 | 0.00000 | -185.50 | 8842.60 |
| 42 | 2025.07.30 14:00 | close | 20 | 0.10 | 1.33627 | 0.00000 | 0.00000 | -58.80 | 8783.80 |
| 43 | 2025.07.30 14:00 | close | 22 | 0.10 | 1.33627 | 0.00000 | 0.00000 | 20.30 | 8804.10 |
| 44 | 2025.07.30 14:00 | close | 19 | 0.10 | 1.33627 | 0.00000 | 0.00000 | -100.90 | 8703.20 |
| 45 | 2025.07.30 14:00 | close | 21 | 0.10 | 1.33627 | 0.00000 | 0.00000 | 8.50 | 8711.70 |
| 46 | 2025.07.30 19:00 | buy | 24 | 0.10 | 1.32735 | 0.00000 | 0.00000 | ||
| 47 | 2025.07.30 19:00 | close | 23 | 0.10 | 1.32735 | 0.00000 | 0.00000 | 89.20 | 8800.90 |
| 48 | 2025.08.01 14:00 | buy | 25 | 0.10 | 1.31675 | 0.00000 | 0.00000 | ||
| 49 | 2025.08.01 18:00 | sell | 26 | 0.10 | 1.32631 | 0.00000 | 0.00000 | ||
| 50 | 2025.08.01 18:00 | close | 24 | 0.10 | 1.32631 | 0.00000 | 0.00000 | -10.40 | 8790.50 |
| 51 | 2025.08.01 18:00 | close | 25 | 0.10 | 1.32631 | 0.00000 | 0.00000 | 95.60 | 8886.10 |
| 52 | 2025.08.05 21:00 | sell | 27 | 0.10 | 1.33035 | 0.00000 | 0.00000 | ||
| 53 | 2025.08.06 20:00 | sell | 28 | 0.10 | 1.33464 | 0.00000 | 0.00000 | ||
| 54 | 2025.08.07 17:00 | sell | 29 | 0.10 | 1.34230 | 0.00000 | 0.00000 | ||
| 55 | 2025.08.12 13:00 | sell | 30 | 0.10 | 1.34590 | 0.00000 | 0.00000 | ||
| 56 | 2025.08.13 14:00 | sell | 31 | 0.10 | 1.35676 | 0.00000 | 0.00000 | ||
| 57 | 2025.08.14 04:00 | sell | 32 | 0.10 | 1.35853 | 0.00000 | 0.00000 | ||
| 58 | 2025.08.14 18:00 | buy | 33 | 0.10 | 1.35565 | 0.00000 | 0.00000 | ||
| 59 | 2025.08.14 18:00 | close | 26 | 0.10 | 1.35565 | 0.00000 | 0.00000 | -293.40 | 8592.70 |
| 60 | 2025.08.14 18:00 | close | 28 | 0.10 | 1.35565 | 0.00000 | 0.00000 | -210.10 | 8382.60 |
| 61 | 2025.08.14 18:00 | close | 30 | 0.10 | 1.35565 | 0.00000 | 0.00000 | -97.50 | 8285.10 |
| 62 | 2025.08.14 18:00 | close | 32 | 0.10 | 1.35565 | 0.00000 | 0.00000 | 28.80 | 8313.90 |
| 63 | 2025.08.14 18:00 | close | 27 | 0.10 | 1.35565 | 0.00000 | 0.00000 | -253.00 | 8060.90 |
| 64 | 2025.08.14 18:00 | close | 31 | 0.10 | 1.35565 | 0.00000 | 0.00000 | 11.10 | 8072.00 |
| 65 | 2025.08.14 18:00 | close | 29 | 0.10 | 1.35565 | 0.00000 | 0.00000 | -133.50 | 7938.50 |
| 66 | 2025.08.18 12:00 | buy | 34 | 0.10 | 1.35471 | 0.00000 | 0.00000 | ||
| 67 | 2025.08.18 20:00 | buy | 35 | 0.10 | 1.35098 | 0.00000 | 0.00000 | ||
| 68 | 2025.08.19 12:00 | sell | 36 | 0.10 | 1.35193 | 0.00000 | 0.00000 | ||
| 69 | 2025.08.19 12:00 | close | 33 | 0.10 | 1.35193 | 0.00000 | 0.00000 | -37.20 | 7901.30 |
| 70 | 2025.08.19 12:00 | close | 35 | 0.10 | 1.35193 | 0.00000 | 0.00000 | 9.50 | 7910.80 |
| 71 | 2025.08.19 12:00 | close | 34 | 0.10 | 1.35193 | 0.00000 | 0.00000 | -27.80 | 7883.00 |
| 72 | 2025.08.21 14:00 | sell | 37 | 0.10 | 1.34729 | 0.00000 | 0.00000 | ||
| 73 | 2025.08.21 20:00 | buy | 38 | 0.10 | 1.34199 | 0.00000 | 0.00000 | ||
| 74 | 2025.08.21 20:00 | close | 36 | 0.10 | 1.34199 | 0.00000 | 0.00000 | 99.40 | 7982.40 |
| 75 | 2025.08.21 20:00 | close | 37 | 0.10 | 1.34199 | 0.00000 | 0.00000 | 53.00 | 8035.40 |
| 76 | 2025.08.22 09:00 | buy | 39 | 0.10 | 1.33943 | 0.00000 | 0.00000 | ||
| 77 | 2025.08.22 20:00 | sell | 40 | 0.10 | 1.35249 | 0.00000 | 0.00000 | ||
| 78 | 2025.08.22 20:00 | close | 38 | 0.10 | 1.35249 | 0.00000 | 0.00000 | 105.00 | 8140.40 |
| 79 | 2025.08.22 20:00 | close | 39 | 0.10 | 1.35249 | 0.00000 | 0.00000 | 130.60 | 8271.00 |
| 80 | 2025.08.27 09:00 | buy | 41 | 0.10 | 1.34567 | 0.00000 | 0.00000 | ||
| 81 | 2025.08.27 09:00 | close | 40 | 0.10 | 1.34567 | 0.00000 | 0.00000 | 68.20 | 8339.20 |
| 82 | 2025.08.27 22:00 | sell | 42 | 0.10 | 1.34968 | 0.00000 | 0.00000 | ||
| 83 | 2025.08.27 22:00 | close | 41 | 0.10 | 1.34968 | 0.00000 | 0.00000 | 40.10 | 8379.30 |
| 84 | 2025.08.29 14:00 | buy | 43 | 0.10 | 1.34627 | 0.00000 | 0.00000 | ||
| 85 | 2025.08.29 14:00 | close | 42 | 0.10 | 1.34627 | 0.00000 | 0.00000 | 34.10 | 8413.40 |
| 86 | 2025.09.02 08:00 | buy | 44 | 0.10 | 1.35280 | 0.00000 | 0.00000 | ||
| 87 | 2025.09.02 13:00 | buy | 45 | 0.10 | 1.34001 | 0.00000 | 0.00000 | ||
| 88 | 2025.09.05 18:00 | sell | 46 | 0.10 | 1.35196 | 0.00000 | 0.00000 | ||
| 89 | 2025.09.05 18:00 | close | 43 | 0.10 | 1.35196 | 0.00000 | 0.00000 | 56.90 | 8470.30 |
| 90 | 2025.09.05 18:00 | close | 45 | 0.10 | 1.35196 | 0.00000 | 0.00000 | 119.50 | 8589.80 |
| 91 | 2025.09.05 18:00 | close | 44 | 0.10 | 1.35196 | 0.00000 | 0.00000 | -8.40 | 8581.40 |
| 92 | 2025.09.09 20:00 | buy | 47 | 0.10 | 1.35353 | 0.00000 | 0.00000 | ||
| 93 | 2025.09.09 20:00 | close | 46 | 0.10 | 1.35353 | 0.00000 | 0.00000 | -15.70 | 8565.70 |
| 94 | 2025.09.11 19:00 | sell | 48 | 0.10 | 1.35654 | 0.00000 | 0.00000 | ||
| 95 | 2025.09.11 19:00 | close | 47 | 0.10 | 1.35654 | 0.00000 | 0.00000 | 30.10 | 8595.80 |
| 96 | 2025.09.15 13:00 | sell | 49 | 0.10 | 1.35917 | 0.00000 | 0.00000 | ||
| 97 | 2025.09.16 08:00 | sell | 50 | 0.10 | 1.36149 | 0.00000 | 0.00000 | ||
| 98 | 2025.09.17 19:00 | sell | 51 | 0.10 | 1.36580 | 0.00000 | 0.00000 | ||
| 99 | 2025.09.18 18:00 | buy | 52 | 0.10 | 1.35527 | 0.00000 | 0.00000 | ||
| 100 | 2025.09.18 18:00 | close | 48 | 0.10 | 1.35527 | 0.00000 | 0.00000 | 12.70 | 8608.50 |
| 101 | 2025.09.18 18:00 | close | 50 | 0.10 | 1.35527 | 0.00000 | 0.00000 | 62.20 | 8670.70 |
| 102 | 2025.09.18 18:00 | close | 49 | 0.10 | 1.35527 | 0.00000 | 0.00000 | 39.00 | 8709.70 |
| 103 | 2025.09.18 18:00 | close | 51 | 0.10 | 1.35527 | 0.00000 | 0.00000 | 105.30 | 8815.00 |
| 104 | 2025.09.18 23:59 | close at stop | 52 | 0.10 | 1.35540 | 0.00000 | 0.00000 | 1.30 | 8816.30 |