Strategy Tester Report
FT_CCI
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)
Parameterscciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;
Bars in test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (35)
Total net profit-73.80Gross profit941.10Gross loss-1014.90
Profit factor0.93Expected payoff-1.37
Absolute drawdown484.50Maximal drawdown611.20 (6.04%)Relative drawdown6.04% (611.20)
Total trades54Short positions (won %)21 (80.95%)Long positions (won %)33 (45.45%)
Profit trades (% of total)32 (59.26%)Loss trades (% of total)22 (40.74%)
Largestprofit trade77.90loss trade-114.40
Averageprofit trade29.41loss trade-46.13
Maximumconsecutive wins (profit in money)12 (395.70)consecutive losses (loss in money)5 (-307.30)
Maximalconsecutive profit (count of wins)395.70 (12)consecutive loss (count of losses)-307.30 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 06:00buy10.100.624950.000000.00000
22024.10.04 12:00buy20.100.620520.000000.00000
32024.10.04 18:00buy30.100.616770.000000.00000
42024.10.07 14:00buy40.100.613960.000000.00000
52024.10.09 01:00sell50.100.613510.000000.00000
62024.10.09 01:00close10.100.613510.000000.00000-114.409885.60
72024.10.09 01:00close30.100.613510.000000.00000-32.609853.00
82024.10.09 01:00close20.100.613510.000000.00000-70.109782.90
92024.10.09 01:00close40.100.613510.000000.00000-4.509778.40
102024.10.09 08:00buy60.100.608670.000000.00000
112024.10.09 08:00close50.100.608670.000000.0000048.409826.80
122024.10.10 07:00sell70.100.608670.000000.00000
132024.10.10 07:00close60.100.608670.000000.000000.009826.80
142024.10.11 01:00sell80.100.609340.000000.00000
152024.10.14 15:00buy90.100.608250.000000.00000
162024.10.14 15:00close70.100.608250.000000.000004.209831.00
172024.10.14 15:00close80.100.608250.000000.0000010.909841.90
182024.10.15 10:00buy100.100.608520.000000.00000
192024.10.22 09:00sell110.100.605080.000000.00000
202024.10.22 09:00close90.100.605080.000000.00000-31.709810.20
212024.10.22 09:00close100.100.605080.000000.00000-34.409775.80
222024.10.25 09:00buy120.100.599960.000000.00000
232024.10.25 09:00close110.100.599960.000000.0000051.209827.00
242024.10.25 22:00buy130.100.598180.000000.00000
252024.10.29 09:00buy140.100.597450.000000.00000
262024.10.29 17:00buy150.100.596510.000000.00000
272024.10.30 13:00sell160.100.598890.000000.00000
282024.10.30 13:00close120.100.598890.000000.00000-10.709816.30
292024.10.30 13:00close140.100.598890.000000.0000014.409830.70
302024.10.30 13:00close130.100.598890.000000.000007.109837.80
312024.10.30 13:00close150.100.598890.000000.0000023.809861.60
322024.10.31 19:00buy170.100.595310.000000.00000
332024.10.31 19:00close160.100.595310.000000.0000035.809897.40
342024.11.01 17:00sell180.100.598620.000000.00000
352024.11.01 17:00close170.100.598620.000000.0000033.109930.50
362024.11.05 12:00sell190.100.599770.000000.00000
372024.11.06 03:00sell200.100.596570.000000.00000
382024.11.06 07:00buy210.100.593910.000000.00000
392024.11.06 07:00close180.100.593910.000000.0000047.109977.60
402024.11.06 07:00close200.100.593910.000000.0000026.6010004.20
412024.11.06 07:00close190.100.593910.000000.0000058.6010062.80
422024.11.07 07:00sell220.100.598010.000000.00000
432024.11.07 07:00close210.100.598010.000000.0000041.0010103.80
442024.11.08 07:00buy230.100.601460.000000.00000
452024.11.08 07:00close220.100.601460.000000.00000-34.5010069.30
462024.11.08 17:00buy240.100.598600.000000.00000
472024.11.11 17:00buy250.100.595970.000000.00000
482024.11.12 21:00buy260.100.592490.000000.00000
492024.11.13 17:00sell270.100.590310.000000.00000
502024.11.13 17:00close230.100.590310.000000.00000-111.509957.80
512024.11.13 17:00close250.100.590310.000000.00000-56.609901.20
522024.11.13 17:00close240.100.590310.000000.00000-82.909818.30
532024.11.13 17:00close260.100.590310.000000.00000-21.809796.50
542024.11.13 20:00buy280.100.588560.000000.00000
552024.11.13 20:00close270.100.588560.000000.0000017.509814.00
562024.11.18 11:00buy290.100.584670.000000.00000
572024.11.19 13:00buy300.100.588890.000000.00000
582024.11.20 12:00buy310.100.588800.000000.00000
592024.11.21 20:00buy320.100.586780.000000.00000
602024.11.25 03:00sell330.100.586070.000000.00000
612024.11.25 03:00close280.100.586070.000000.00000-24.909789.10
622024.11.25 03:00close300.100.586070.000000.00000-28.209760.90
632024.11.25 03:00close320.100.586070.000000.00000-7.109753.80
642024.11.25 03:00close290.100.586070.000000.0000014.009767.80
652024.11.25 03:00close310.100.586070.000000.00000-27.309740.50
662024.11.26 04:00buy340.100.582080.000000.00000
672024.11.26 04:00close330.100.582080.000000.0000039.909780.40
682024.11.29 05:00sell350.100.589870.000000.00000
692024.11.29 05:00close340.100.589870.000000.0000077.909858.30
702024.12.02 18:00buy360.100.587180.000000.00000
712024.12.02 18:00close350.100.587180.000000.0000026.909885.20
722024.12.03 12:00sell370.100.589530.000000.00000
732024.12.03 12:00close360.100.589530.000000.0000023.509908.70
742024.12.04 07:00buy380.100.585830.000000.00000
752024.12.04 07:00close370.100.585830.000000.0000037.009945.70
762024.12.09 08:00buy390.100.581140.000000.00000
772024.12.09 13:00sell400.100.586190.000000.00000
782024.12.09 13:00close380.100.586190.000000.000003.609949.30
792024.12.09 13:00close390.100.586190.000000.0000050.509999.80
802024.12.10 20:00buy410.100.579750.000000.00000
812024.12.10 20:00close400.100.579750.000000.0000064.4010064.20
822024.12.11 09:00buy420.100.579550.000000.00000
832024.12.11 12:00buy430.100.577340.000000.00000
842024.12.12 05:00sell440.100.580110.000000.00000
852024.12.12 05:00close410.100.580110.000000.000003.6010067.80
862024.12.12 05:00close430.100.580110.000000.0000027.7010095.50
872024.12.12 05:00close420.100.580110.000000.000005.6010101.10
882024.12.13 17:00sell450.100.576240.000000.00000
892024.12.17 10:00buy460.100.576600.000000.00000
902024.12.17 10:00close440.100.576600.000000.0000035.1010136.20
912024.12.17 10:00close450.100.576600.000000.00000-3.6010132.60
922024.12.18 00:00buy470.100.575630.000000.00000
932024.12.18 08:00buy480.100.574270.000000.00000
942024.12.19 01:00buy490.100.562390.000000.00000
952024.12.20 21:00sell500.100.565880.000000.00000
962024.12.20 21:00close460.100.565880.000000.00000-107.2010025.40
972024.12.20 21:00close480.100.565880.000000.00000-83.909941.50
982024.12.20 21:00close470.100.565880.000000.00000-97.509844.00
992024.12.20 21:00close490.100.565880.000000.0000034.909878.90
1002024.12.27 12:00sell510.100.562650.000000.00000
1012024.12.30 07:00sell520.100.565530.000000.00000
1022025.01.06 04:00sell530.100.561820.000000.00000
1032025.01.06 16:00sell540.100.567400.000000.00000
1042025.01.07 23:59close at stop540.100.563710.000000.0000036.909915.80
1052025.01.07 23:59close at stop530.100.563710.000000.00000-18.909896.90
1062025.01.07 23:59close at stop520.100.563710.000000.0000018.209915.10
1072025.01.07 23:59close at stop510.100.563710.000000.00000-10.609904.50
1082025.01.07 23:59close at stop500.100.563710.000000.0000021.709926.20