Strategy Tester Report
FT_CCI
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)
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 test3781Ticks modelled5113536Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (25)
Total net profit-157.19Gross profit1666.74Gross loss-1823.93
Profit factor0.91Expected payoff-1.79
Absolute drawdown268.88Maximal drawdown1065.84 (9.87%)Relative drawdown9.87% (1065.84)
Total trades88Short positions (won %)40 (62.50%)Long positions (won %)48 (54.17%)
Profit trades (% of total)51 (57.95%)Loss trades (% of total)37 (42.05%)
Largestprofit trade144.80loss trade-121.52
Averageprofit trade32.68loss trade-49.30
Maximumconsecutive wins (profit in money)12 (570.37)consecutive losses (loss in money)10 (-786.06)
Maximalconsecutive profit (count of wins)570.37 (12)consecutive loss (count of losses)-786.06 (10)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 04:30buy10.100.792280.000000.00000
22025.07.01 12:00buy20.100.789880.000000.00000
32025.07.02 01:00buy30.100.790720.000000.00000
42025.07.02 09:30sell40.100.792020.000000.00000
52025.07.02 09:30close10.100.792020.000000.00000-3.289996.72
62025.07.02 09:30close30.100.792020.000000.0000016.4110013.13
72025.07.02 09:30close20.100.792020.000000.0000027.0210040.15
82025.07.03 10:30buy50.100.791100.000000.00000
92025.07.03 10:30close40.100.791100.000000.0000011.6310051.78
102025.07.03 17:00sell60.100.794430.000000.00000
112025.07.03 17:00close50.100.794430.000000.0000041.9210093.70
122025.07.04 01:00buy70.100.794720.000000.00000
132025.07.04 01:00close60.100.794720.000000.00000-3.6510090.05
142025.07.04 23:30sell80.100.794320.000000.00000
152025.07.04 23:30close70.100.794320.000000.00000-5.0410085.01
162025.07.07 12:30sell90.100.797100.000000.00000
172025.07.07 21:00sell100.100.798560.000000.00000
182025.07.10 01:30buy110.100.793780.000000.00000
192025.07.10 01:30close80.100.793780.000000.000006.8010091.81
202025.07.10 01:30close100.100.793780.000000.0000060.2210152.03
212025.07.10 01:30close90.100.793780.000000.0000041.8310193.86
222025.07.10 15:30sell120.100.795830.000000.00000
232025.07.10 15:30close110.100.795830.000000.0000025.7610219.62
242025.07.10 16:30sell130.100.796760.000000.00000
252025.07.11 14:00buy140.100.795870.000000.00000
262025.07.11 14:00close120.100.795870.000000.00000-0.5010219.12
272025.07.11 14:00close130.100.795870.000000.0000011.1810230.30
282025.07.14 20:00sell150.100.797830.000000.00000
292025.07.14 20:00close140.100.797830.000000.0000024.5710254.87
302025.07.15 18:30sell160.100.801240.000000.00000
312025.07.16 10:30buy170.100.801130.000000.00000
322025.07.16 10:30close150.100.801130.000000.00000-41.1910213.68
332025.07.16 10:30close160.100.801130.000000.000001.3710215.05
342025.07.16 16:00sell180.100.803740.000000.00000
352025.07.16 16:00close170.100.803740.000000.0000032.4710247.52
362025.07.17 10:30sell190.100.804180.000000.00000
372025.07.21 10:30buy200.100.801110.000000.00000
382025.07.21 10:30close180.100.801110.000000.0000032.8310280.35
392025.07.21 10:30close190.100.801110.000000.0000038.3210318.67
402025.07.21 15:30buy210.100.799460.000000.00000
412025.07.21 19:00buy220.100.797500.000000.00000
422025.07.22 11:30buy230.100.797530.000000.00000
432025.07.22 19:30buy240.100.792410.000000.00000
442025.07.23 03:30sell250.100.793140.000000.00000
452025.07.23 03:30close200.100.793140.000000.00000-100.4910218.18
462025.07.23 03:30close220.100.793140.000000.00000-54.9710163.21
472025.07.23 03:30close240.100.793140.000000.000009.2010172.41
482025.07.23 03:30close210.100.793140.000000.00000-79.6810092.73
492025.07.23 03:30close230.100.793140.000000.00000-55.3510037.38
502025.07.23 11:30buy260.100.792120.000000.00000
512025.07.23 11:30close250.100.792120.000000.0000012.8810050.26
522025.07.23 23:00buy270.100.792320.000000.00000
532025.07.25 05:30sell280.100.796370.000000.00000
542025.07.25 05:30close260.100.796370.000000.0000053.3710103.63
552025.07.25 05:30close270.100.796370.000000.0000050.8610154.49
562025.07.25 21:00buy290.100.795310.000000.00000
572025.07.25 21:00close280.100.795310.000000.0000013.3310167.82
582025.07.28 10:00sell300.100.795940.000000.00000
592025.07.28 10:00close290.100.795940.000000.000007.9210175.74
602025.07.28 11:30sell310.100.798200.000000.00000
612025.07.29 11:00sell320.100.805660.000000.00000
622025.07.30 04:30buy330.100.804690.000000.00000
632025.07.30 04:30close300.100.804690.000000.00000-108.7410067.00
642025.07.30 04:30close320.100.804690.000000.0000012.0510079.05
652025.07.30 04:30close310.100.804690.000000.00000-80.659998.40
662025.07.30 17:00sell340.100.811730.000000.00000
672025.07.30 17:00close330.100.811730.000000.0000086.7310085.13
682025.07.30 23:00sell350.100.813610.000000.00000
692025.07.31 10:00buy360.100.811620.000000.00000
702025.07.31 10:00close340.100.811620.000000.000001.3610086.49
712025.07.31 10:00close350.100.811620.000000.0000024.5210111.01
722025.08.01 03:30sell370.100.813090.000000.00000
732025.08.01 03:30close360.100.813090.000000.0000018.0810129.09
742025.08.01 12:30sell380.100.816200.000000.00000
752025.08.01 17:00buy390.100.804550.000000.00000
762025.08.01 17:00close370.100.804550.000000.00000106.1510235.24
772025.08.01 17:00close380.100.804550.000000.00000144.8010380.04
782025.08.05 01:00buy400.100.807650.000000.00000
792025.08.05 12:30sell410.100.810370.000000.00000
802025.08.05 12:30close390.100.810370.000000.0000071.8210451.86
812025.08.05 12:30close400.100.810370.000000.0000033.5610485.42
822025.08.05 18:30buy420.100.807260.000000.00000
832025.08.05 18:30close410.100.807260.000000.0000038.5310523.95
842025.08.07 15:30sell430.100.807880.000000.00000
852025.08.07 15:30close420.100.807880.000000.000007.6710531.62
862025.08.08 00:00buy440.100.806570.000000.00000
872025.08.08 00:00close430.100.806570.000000.0000016.2410547.86
882025.08.11 12:00sell450.100.808260.000000.00000
892025.08.11 12:00close440.100.808260.000000.0000020.9110568.77
902025.08.12 01:30buy460.100.812640.000000.00000
912025.08.12 01:30close450.100.812640.000000.00000-53.9010514.87
922025.08.12 12:00buy470.100.810100.000000.00000
932025.08.13 12:00buy480.100.803580.000000.00000
942025.08.18 12:00sell490.100.807070.000000.00000
952025.08.18 12:00close460.100.807070.000000.00000-69.0210445.85
962025.08.18 12:00close480.100.807070.000000.0000043.2410489.09
972025.08.18 12:00close470.100.807070.000000.00000-37.5410451.55
982025.08.19 05:00sell500.100.807800.000000.00000
992025.08.19 11:00buy510.100.806000.000000.00000
1002025.08.19 11:00close490.100.806000.000000.0000013.2810464.83
1012025.08.19 11:00close500.100.806000.000000.0000022.3310487.16
1022025.08.20 04:00sell520.100.808500.000000.00000
1032025.08.20 04:00close510.100.808500.000000.0000030.9210518.08
1042025.08.20 14:00buy530.100.807520.000000.00000
1052025.08.20 14:00close520.100.807520.000000.0000012.1410530.22
1062025.08.20 16:30buy540.100.806530.000000.00000
1072025.08.21 10:30sell550.100.805510.000000.00000
1082025.08.21 10:30close530.100.805510.000000.00000-24.9510505.27
1092025.08.21 10:30close540.100.805510.000000.00000-12.6610492.61
1102025.08.22 18:30buy560.100.800840.000000.00000
1112025.08.22 18:30close550.100.800840.000000.0000058.3110550.92
1122025.08.25 20:30sell570.100.804190.000000.00000
1132025.08.25 20:30close560.100.804190.000000.0000041.6610592.58
1142025.08.26 04:30buy580.100.804460.000000.00000
1152025.08.26 04:30close570.100.804460.000000.00000-3.3610589.22
1162025.08.26 16:00buy590.100.804680.000000.00000
1172025.08.27 12:00sell600.100.806340.000000.00000
1182025.08.27 12:00close580.100.806340.000000.0000023.3210612.54
1192025.08.27 12:00close590.100.806340.000000.0000020.5910633.13
1202025.08.28 14:30buy610.100.800220.000000.00000
1212025.08.28 14:30close600.100.800220.000000.0000076.4810709.61
1222025.08.29 05:30sell620.100.802740.000000.00000
1232025.08.29 05:30close610.100.802740.000000.0000031.3910741.00
1242025.08.29 12:00buy630.100.800830.000000.00000
1252025.08.29 12:00close620.100.800830.000000.0000023.8510764.85
1262025.09.01 16:30sell640.100.800100.000000.00000
1272025.09.01 16:30close630.100.800100.000000.00000-9.1210755.73
1282025.09.02 12:00sell650.100.804170.000000.00000
1292025.09.03 10:30buy660.100.806170.000000.00000
1302025.09.03 10:30close640.100.806170.000000.00000-75.2910680.44
1312025.09.03 10:30close650.100.806170.000000.00000-24.8110655.63
1322025.09.03 12:30buy670.100.804210.000000.00000
1332025.09.04 10:30sell680.100.804650.000000.00000
1342025.09.04 10:30close660.100.804650.000000.00000-18.8910636.74
1352025.09.04 10:30close670.100.804650.000000.000005.4710642.21
1362025.09.04 11:30sell690.100.804920.000000.00000
1372025.09.04 18:30sell700.100.806150.000000.00000
1382025.09.05 01:00buy710.100.805430.000000.00000
1392025.09.05 01:00close680.100.805430.000000.00000-9.6810632.53
1402025.09.05 01:00close700.100.805430.000000.000008.9410641.47
1412025.09.05 01:00close690.100.805430.000000.00000-6.3310635.14
1422025.09.05 12:00buy720.100.803480.000000.00000
1432025.09.05 17:00buy730.100.797920.000000.00000
1442025.09.08 17:30buy740.100.793950.000000.00000
1452025.09.11 10:00sell750.100.799520.000000.00000
1462025.09.11 10:00close710.100.799520.000000.00000-73.9210561.22
1472025.09.11 10:00close730.100.799520.000000.0000020.0110581.23
1482025.09.11 10:00close720.100.799520.000000.00000-49.5310531.70
1492025.09.11 10:00close740.100.799520.000000.0000069.6710601.37
1502025.09.11 18:00buy760.100.796090.000000.00000
1512025.09.11 18:00close750.100.796090.000000.0000043.0910644.46
1522025.09.12 01:30buy770.100.795900.000000.00000
1532025.09.12 11:00buy780.100.796280.000000.00000
1542025.09.15 14:00buy790.100.795150.000000.00000
1552025.09.15 19:30buy800.100.794740.000000.00000
1562025.09.16 06:30buy810.100.793840.000000.00000
1572025.09.16 11:00buy820.100.792260.000000.00000
1582025.09.16 18:00buy830.100.787760.000000.00000
1592025.09.17 05:00sell840.100.786720.000000.00000
1602025.09.17 05:00close760.100.786720.000000.00000-119.1010525.36
1612025.09.17 05:00close780.100.786720.000000.00000-121.5210403.84
1622025.09.17 05:00close800.100.786720.000000.00000-101.9410301.90
1632025.09.17 05:00close820.100.786720.000000.00000-70.4210231.48
1642025.09.17 05:00close770.100.786720.000000.00000-116.6910114.79
1652025.09.17 05:00close810.100.786720.000000.00000-90.5010024.29
1662025.09.17 05:00close790.100.786720.000000.00000-107.159917.14
1672025.09.17 05:00close830.100.786720.000000.00000-13.229903.92
1682025.09.17 11:30sell850.100.787190.000000.00000
1692025.09.17 22:00buy860.100.788750.000000.00000
1702025.09.17 22:00close840.100.788750.000000.00000-25.749878.18
1712025.09.17 22:00close850.100.788750.000000.00000-19.789858.40
1722025.09.18 08:30sell870.100.790310.000000.00000
1732025.09.18 08:30close860.100.790310.000000.0000019.749878.14
1742025.09.18 17:30sell880.100.791990.000000.00000
1752025.09.18 23:56close at stop880.100.792550.000000.00000-7.079871.07
1762025.09.18 23:56close at stop870.100.792550.000000.00000-28.269842.81