Strategy Tester Report
FT_CCI
SymbolUSDCAD (US Dollar vs Canadian 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 modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit-36.36Gross profit1104.41Gross loss-1140.77
Profit factor0.97Expected payoff-0.64
Absolute drawdown766.63Maximal drawdown773.19 (7.73%)Relative drawdown7.73% (773.19)
Total trades57Short positions (won %)33 (45.45%)Long positions (won %)24 (75.00%)
Profit trades (% of total)33 (57.89%)Loss trades (% of total)24 (42.11%)
Largestprofit trade140.99loss trade-145.33
Averageprofit trade33.47loss trade-47.53
Maximumconsecutive wins (profit in money)6 (250.90)consecutive losses (loss in money)4 (-438.60)
Maximalconsecutive profit (count of wins)280.18 (5)consecutive loss (count of losses)-438.60 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.04 18:00sell10.101.357520.000000.00000
22024.10.07 10:00sell20.101.358210.000000.00000
32024.10.07 19:00sell30.101.360730.000000.00000
42024.10.08 12:00sell40.101.364010.000000.00000
52024.10.10 13:00sell50.101.373280.000000.00000
62024.10.15 17:00sell60.101.381380.000000.00000
72024.10.16 01:00buy70.101.377540.000000.00000
82024.10.16 01:00close10.101.377540.000000.00000-145.339854.67
92024.10.16 01:00close30.101.377540.000000.00000-122.039732.64
102024.10.16 01:00close50.101.377540.000000.00000-30.929701.72
112024.10.16 01:00close20.101.377540.000000.00000-140.329561.40
122024.10.16 01:00close60.101.377540.000000.0000027.889589.28
132024.10.16 01:00close40.101.377540.000000.00000-98.229491.06
142024.10.17 12:00sell80.101.378050.000000.00000
152024.10.17 12:00close70.101.378050.000000.000003.709494.76
162024.10.18 16:00buy90.101.379660.000000.00000
172024.10.18 16:00close80.101.379660.000000.00000-11.679483.09
182024.10.18 20:00sell100.101.379520.000000.00000
192024.10.18 20:00close90.101.379520.000000.00000-1.019482.08
202024.10.21 11:00sell110.101.381610.000000.00000
212024.10.21 20:00sell120.101.384280.000000.00000
222024.10.22 18:00buy130.101.382210.000000.00000
232024.10.22 18:00close100.101.382210.000000.00000-19.469462.62
242024.10.22 18:00close120.101.382210.000000.0000014.989477.60
252024.10.22 18:00close110.101.382210.000000.00000-4.349473.26
262024.10.23 17:00sell140.101.383940.000000.00000
272024.10.23 17:00close130.101.383940.000000.0000012.509485.76
282024.10.24 05:00buy150.101.382920.000000.00000
292024.10.24 05:00close140.101.382920.000000.000007.389493.14
302024.10.24 21:00sell160.101.385460.000000.00000
312024.10.24 21:00close150.101.385460.000000.0000018.339511.47
322024.10.25 21:00sell170.101.389010.000000.00000
332024.10.29 14:00buy180.101.388290.000000.00000
342024.10.29 14:00close160.101.388290.000000.00000-20.389491.09
352024.10.29 14:00close170.101.388290.000000.000005.199496.28
362024.10.31 18:00buy190.101.391130.000000.00000
372024.10.31 20:00sell200.101.392920.000000.00000
382024.10.31 20:00close180.101.392920.000000.0000033.249529.52
392024.10.31 20:00close190.101.392920.000000.0000012.859542.37
402024.11.01 18:00buy210.101.391780.000000.00000
412024.11.01 18:00close200.101.391780.000000.000008.199550.56
422024.11.05 12:00buy220.101.388510.000000.00000
432024.11.05 19:00buy230.101.385430.000000.00000
442024.11.07 07:00buy240.101.389570.000000.00000
452024.11.08 17:00sell250.101.389870.000000.00000
462024.11.08 17:00close210.101.389870.000000.00000-13.749536.82
472024.11.08 17:00close230.101.389870.000000.0000031.959568.77
482024.11.08 17:00close220.101.389870.000000.000009.799578.56
492024.11.08 17:00close240.101.389870.000000.000002.169580.72
502024.11.13 19:00sell260.101.398470.000000.00000
512024.11.15 14:00buy270.101.403970.000000.00000
522024.11.15 14:00close250.101.403970.000000.00000-100.439480.29
532024.11.15 14:00close260.101.403970.000000.00000-39.179441.12
542024.11.15 19:00sell280.101.407560.000000.00000
552024.11.15 19:00close270.101.407560.000000.0000025.519466.63
562024.11.18 21:00buy290.101.400860.000000.00000
572024.11.18 21:00close280.101.400860.000000.0000047.839514.46
582024.11.19 19:00buy300.101.398210.000000.00000
592024.11.20 15:00sell310.101.397680.000000.00000
602024.11.20 15:00close290.101.397680.000000.00000-22.759491.71
612024.11.20 15:00close300.101.397680.000000.00000-3.799487.92
622024.11.21 19:00buy320.101.396260.000000.00000
632024.11.21 19:00close310.101.396260.000000.0000010.179498.09
642024.11.22 13:00sell330.101.398650.000000.00000
652024.11.22 13:00close320.101.398650.000000.0000017.099515.18
662024.11.25 03:00buy340.101.393690.000000.00000
672024.11.25 03:00close330.101.393690.000000.0000035.599550.77
682024.11.26 04:00sell350.101.413620.000000.00000
692024.11.26 04:00close340.101.413620.000000.00000140.999691.76
702024.11.27 20:00buy360.101.402910.000000.00000
712024.11.27 20:00close350.101.402910.000000.0000076.349768.10
722024.11.29 07:00buy370.101.398880.000000.00000
732024.11.29 17:00sell380.101.402070.000000.00000
742024.11.29 17:00close360.101.402070.000000.00000-5.999762.11
752024.11.29 17:00close370.101.402070.000000.0000022.759784.86
762024.12.02 19:00sell390.101.407020.000000.00000
772024.12.03 13:00buy400.101.403880.000000.00000
782024.12.03 13:00close380.101.403880.000000.00000-12.899771.97
792024.12.03 13:00close390.101.403880.000000.0000022.379794.34
802024.12.05 18:00buy410.101.403540.000000.00000
812024.12.06 19:00sell420.101.414450.000000.00000
822024.12.06 19:00close400.101.414450.000000.0000074.739869.07
832024.12.06 19:00close410.101.414450.000000.0000077.139946.20
842024.12.09 17:00buy430.101.410870.000000.00000
852024.12.09 17:00close420.101.410870.000000.0000025.379971.57
862024.12.12 18:00sell440.101.418370.000000.00000
872024.12.12 18:00close430.101.418370.000000.0000052.8810024.45
882024.12.16 16:00sell450.101.424910.000000.00000
892024.12.18 08:00sell460.101.432490.000000.00000
902024.12.19 01:00sell470.101.444540.000000.00000
912024.12.19 13:00buy480.101.439270.000000.00000
922024.12.19 13:00close440.101.439270.000000.00000-145.219879.24
932024.12.19 13:00close460.101.439270.000000.00000-47.119832.13
942024.12.19 13:00close450.101.439270.000000.00000-99.779732.36
952024.12.19 13:00close470.101.439270.000000.0000036.629768.98
962024.12.23 11:00sell490.101.437630.000000.00000
972024.12.23 11:00close480.101.437630.000000.00000-11.419757.57
982024.12.24 13:00sell500.101.439540.000000.00000
992024.12.27 12:00buy510.101.440410.000000.00000
1002024.12.27 12:00close490.101.440410.000000.00000-19.309738.27
1012024.12.27 12:00close500.101.440410.000000.00000-6.049732.23
1022024.12.27 16:00buy520.101.439510.000000.00000
1032024.12.27 21:00sell530.101.442200.000000.00000
1042024.12.27 21:00close510.101.442200.000000.0000012.419744.64
1052024.12.27 21:00close520.101.442200.000000.0000018.659763.29
1062024.12.31 12:00sell540.101.436890.000000.00000
1072025.01.03 20:00sell550.101.445650.000000.00000
1082025.01.06 15:00buy560.101.431810.000000.00000
1092025.01.06 15:00close530.101.431810.000000.0000072.579835.86
1102025.01.06 15:00close550.101.431810.000000.0000096.669932.52
1112025.01.06 15:00close540.101.431810.000000.0000035.489968.00
1122025.01.07 19:00sell570.101.433980.000000.00000
1132025.01.07 19:00close560.101.433980.000000.0000015.139983.13
1142025.01.07 23:59close at stop570.101.436780.000000.00000-19.499963.64