Strategy Tester Report
FT_CCI
SymbolGBPUSD (Great Britain Pound 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 modelled8301104Modelling quality48.56%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (37)
Total net profit-420.20Gross profit1436.00Gross loss-1856.20
Profit factor0.77Expected payoff-6.00
Absolute drawdown1067.50Maximal drawdown1393.30 (13.49%)Relative drawdown13.49% (1393.30)
Total trades70Short positions (won %)32 (65.62%)Long positions (won %)38 (50.00%)
Profit trades (% of total)40 (57.14%)Loss trades (% of total)30 (42.86%)
Largestprofit trade109.40loss trade-269.50
Averageprofit trade35.90loss trade-61.87
Maximumconsecutive wins (profit in money)9 (380.30)consecutive losses (loss in money)4 (-196.00)
Maximalconsecutive profit (count of wins)380.30 (9)consecutive loss (count of losses)-475.30 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 12:00buy10.101.311920.000000.00000
22024.10.04 12:00sell20.101.315580.000000.00000
32024.10.04 12:00close10.101.315580.000000.0000036.6010036.60
42024.10.07 15:00buy30.101.308520.000000.00000
52024.10.07 15:00close20.101.308520.000000.0000070.6010107.20
62024.10.10 12:00sell40.101.307330.000000.00000
72024.10.10 12:00close30.101.307330.000000.00000-11.9010095.30
82024.10.10 17:00buy50.101.306110.000000.00000
92024.10.10 17:00close40.101.306110.000000.0000012.2010107.50
102024.10.10 19:00buy60.101.305570.000000.00000
112024.10.11 13:00sell70.101.307000.000000.00000
122024.10.11 13:00close50.101.307000.000000.000008.9010116.40
132024.10.11 13:00close60.101.307000.000000.0000014.3010130.70
142024.10.16 12:00buy80.101.300670.000000.00000
152024.10.16 12:00close70.101.300670.000000.0000063.3010194.00
162024.10.17 16:00sell90.101.300810.000000.00000
172024.10.17 16:00close80.101.300810.000000.000001.4010195.40
182024.10.18 12:00sell100.101.304060.000000.00000
192024.10.21 12:00buy110.101.302950.000000.00000
202024.10.21 12:00close90.101.302950.000000.00000-21.4010174.00
212024.10.21 12:00close100.101.302950.000000.0000011.1010185.10
222024.10.21 20:00buy120.101.299000.000000.00000
232024.10.22 09:00sell130.101.299710.000000.00000
242024.10.22 09:00close110.101.299710.000000.00000-32.4010152.70
252024.10.22 09:00close120.101.299710.000000.000007.1010159.80
262024.10.23 12:00buy140.101.298720.000000.00000
272024.10.23 12:00close130.101.298720.000000.000009.9010169.70
282024.10.23 17:00buy150.101.295440.000000.00000
292024.10.24 13:00sell160.101.296240.000000.00000
302024.10.24 13:00close140.101.296240.000000.00000-24.8010144.90
312024.10.24 13:00close150.101.296240.000000.000008.0010152.90
322024.10.25 15:00sell170.101.298620.000000.00000
332024.10.30 17:00buy180.101.299910.000000.00000
342024.10.30 17:00close160.101.299910.000000.00000-36.7010116.20
352024.10.30 17:00close170.101.299910.000000.00000-12.9010103.30
362024.10.31 20:00buy190.101.286690.000000.00000
372024.11.01 14:00sell200.101.291290.000000.00000
382024.11.01 14:00close180.101.291290.000000.00000-86.2010017.10
392024.11.01 14:00close190.101.291290.000000.0000046.0010063.10
402024.11.01 18:00sell210.101.296600.000000.00000
412024.11.05 12:00sell220.101.298150.000000.00000
422024.11.06 07:00buy230.101.291490.000000.00000
432024.11.06 07:00close200.101.291490.000000.00000-2.0010061.10
442024.11.06 07:00close220.101.291490.000000.0000066.6010127.70
452024.11.06 07:00close210.101.291490.000000.0000051.1010178.80
462024.11.07 18:00sell240.101.299550.000000.00000
472024.11.07 18:00close230.101.299550.000000.0000080.6010259.40
482024.11.08 17:00buy250.101.294050.000000.00000
492024.11.08 17:00close240.101.294050.000000.0000055.0010314.40
502024.11.08 21:00buy260.101.290890.000000.00000
512024.11.12 08:00buy270.101.283640.000000.00000
522024.11.12 20:00buy280.101.273660.000000.00000
532024.11.13 19:00buy290.101.271140.000000.00000
542024.11.14 14:00buy300.101.266170.000000.00000
552024.11.15 19:00buy310.101.263010.000000.00000
562024.11.18 22:00sell320.101.267100.000000.00000
572024.11.18 22:00close250.101.267100.000000.00000-269.5010044.90
582024.11.18 22:00close270.101.267100.000000.00000-165.409879.50
592024.11.18 22:00close290.101.267100.000000.00000-40.409839.10
602024.11.18 22:00close310.101.267100.000000.0000040.909880.00
612024.11.18 22:00close260.101.267100.000000.00000-237.909642.10
622024.11.18 22:00close300.101.267100.000000.000009.309651.40
632024.11.18 22:00close280.101.267100.000000.00000-65.609585.80
642024.11.19 14:00buy330.101.263830.000000.00000
652024.11.19 14:00close320.101.263830.000000.0000032.709618.50
662024.11.20 14:00buy340.101.266590.000000.00000
672024.11.21 13:00buy350.101.263470.000000.00000
682024.11.21 21:00buy360.101.260450.000000.00000
692024.11.22 10:00buy370.101.257510.000000.00000
702024.11.22 13:00buy380.101.253720.000000.00000
712024.11.25 03:00sell390.101.259420.000000.00000
722024.11.25 03:00close330.101.259420.000000.00000-44.109574.40
732024.11.25 03:00close350.101.259420.000000.00000-40.509533.90
742024.11.25 03:00close370.101.259420.000000.0000019.109553.00
752024.11.25 03:00close340.101.259420.000000.00000-71.709481.30
762024.11.25 03:00close380.101.259420.000000.0000057.009538.30
772024.11.25 03:00close360.101.259420.000000.00000-10.309528.00
782024.11.26 04:00buy400.101.253000.000000.00000
792024.11.26 04:00close390.101.253000.000000.0000064.209592.20
802024.11.27 12:00sell410.101.260340.000000.00000
812024.11.27 12:00close400.101.260340.000000.0000073.409665.60
822024.11.28 20:00sell420.101.268680.000000.00000
832024.12.02 19:00buy430.101.263920.000000.00000
842024.12.02 19:00close410.101.263920.000000.00000-35.809629.80
852024.12.02 19:00close420.101.263920.000000.0000047.609677.40
862024.12.03 13:00sell440.101.266520.000000.00000
872024.12.03 13:00close430.101.266520.000000.0000026.009703.40
882024.12.05 12:00sell450.101.272110.000000.00000
892024.12.05 18:00sell460.101.275610.000000.00000
902024.12.06 17:00sell470.101.275920.000000.00000
912024.12.09 12:00sell480.101.276810.000000.00000
922024.12.10 14:00sell490.101.275860.000000.00000
932024.12.11 12:00buy500.101.273280.000000.00000
942024.12.11 12:00close440.101.273280.000000.00000-67.609635.80
952024.12.11 12:00close460.101.273280.000000.0000023.309659.10
962024.12.11 12:00close480.101.273280.000000.0000035.309694.40
972024.12.11 12:00close450.101.273280.000000.00000-11.709682.70
982024.12.11 12:00close490.101.273280.000000.0000025.809708.50
992024.12.11 12:00close470.101.273280.000000.0000026.409734.90
1002024.12.12 16:00buy510.101.273220.000000.00000
1012024.12.13 12:00buy520.101.264280.000000.00000
1022024.12.16 13:00sell530.101.264450.000000.00000
1032024.12.16 13:00close500.101.264450.000000.00000-88.309646.60
1042024.12.16 13:00close520.101.264450.000000.000001.709648.30
1052024.12.16 13:00close510.101.264450.000000.00000-87.709560.60
1062024.12.16 20:00sell540.101.268180.000000.00000
1072024.12.18 12:00buy550.101.269080.000000.00000
1082024.12.18 12:00close530.101.269080.000000.00000-46.309514.30
1092024.12.18 12:00close540.101.269080.000000.00000-9.009505.30
1102024.12.19 00:00buy560.101.257650.000000.00000
1112024.12.19 13:00sell570.101.263780.000000.00000
1122024.12.19 13:00close550.101.263780.000000.00000-53.009452.30
1132024.12.19 13:00close560.101.263780.000000.0000061.309513.60
1142024.12.20 18:00sell580.101.254020.000000.00000
1152024.12.23 16:00buy590.101.252840.000000.00000
1162024.12.23 16:00close570.101.252840.000000.00000109.409623.00
1172024.12.23 16:00close580.101.252840.000000.0000011.809634.80
1182024.12.24 18:00sell600.101.253900.000000.00000
1192024.12.24 18:00close590.101.253900.000000.0000010.609645.40
1202024.12.26 18:00buy610.101.251330.000000.00000
1212024.12.26 18:00close600.101.251330.000000.0000025.709671.10
1222024.12.27 13:00buy620.101.253620.000000.00000
1232024.12.27 17:00sell630.101.257010.000000.00000
1242024.12.27 17:00close610.101.257010.000000.0000056.809727.90
1252024.12.27 17:00close620.101.257010.000000.0000033.909761.80
1262024.12.30 15:00sell640.101.259570.000000.00000
1272024.12.30 20:00buy650.101.254750.000000.00000
1282024.12.30 20:00close630.101.254750.000000.0000022.609784.40
1292024.12.30 20:00close640.101.254750.000000.0000048.209832.60
1302025.01.02 15:00buy660.101.242330.000000.00000
1312025.01.03 21:00sell670.101.241960.000000.00000
1322025.01.03 21:00close650.101.241960.000000.00000-127.909704.70
1332025.01.03 21:00close660.101.241960.000000.00000-3.709701.00
1342025.01.06 13:00sell680.101.246270.000000.00000
1352025.01.06 16:00sell690.101.253360.000000.00000
1362025.01.07 20:00buy700.101.250330.000000.00000
1372025.01.07 20:00close670.101.250330.000000.00000-83.709617.30
1382025.01.07 20:00close690.101.250330.000000.0000030.309647.60
1392025.01.07 20:00close680.101.250330.000000.00000-40.609607.00
1402025.01.07 23:59close at stop700.101.247610.000000.00000-27.209579.80