Strategy Tester Report
FT_CCI
SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test3782Ticks modelled6412166Modelling quality29.44%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (15)
Total net profit940.40Gross profit2248.58Gross loss-1308.18
Profit factor1.72Expected payoff9.60
Absolute drawdown460.61Maximal drawdown919.27 (8.79%)Relative drawdown8.79% (919.27)
Total trades98Short positions (won %)48 (66.67%)Long positions (won %)50 (72.00%)
Profit trades (% of total)68 (69.39%)Loss trades (% of total)30 (30.61%)
Largestprofit trade123.87loss trade-216.80
Averageprofit trade33.07loss trade-43.61
Maximumconsecutive wins (profit in money)12 (442.39)consecutive losses (loss in money)4 (-95.00)
Maximalconsecutive profit (count of wins)442.39 (12)consecutive loss (count of losses)-338.92 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 12:00buy10.10143.0490.0000.000
22025.07.03 17:00sell20.10144.7100.0000.000
32025.07.03 17:00close10.10144.7100.0000.000114.7810114.78
42025.07.07 01:00buy30.10144.4470.0000.000
52025.07.07 01:00close20.10144.4470.0000.00018.2110132.99
62025.07.07 06:30sell40.10144.7190.0000.000
72025.07.07 06:30close30.10144.7190.0000.00018.8010151.79
82025.07.08 15:30sell50.10146.5720.0000.000
92025.07.10 04:30buy60.10145.9010.0000.000
102025.07.10 04:30close40.10145.9010.0000.000-81.0110070.78
112025.07.10 04:30close50.10145.9010.0000.00045.9910116.77
122025.07.10 18:00sell70.10146.5060.0000.000
132025.07.10 18:00close60.10146.5060.0000.00041.3010158.07
142025.07.11 05:00sell80.10146.7620.0000.000
152025.07.11 18:00sell90.10147.3320.0000.000
162025.07.14 01:30buy100.10147.2530.0000.000
172025.07.14 01:30close70.10147.2530.0000.000-50.7310107.34
182025.07.14 01:30close90.10147.2530.0000.0005.3610112.70
192025.07.14 01:30close80.10147.2530.0000.000-33.3410079.36
202025.07.15 03:00sell110.10147.7780.0000.000
212025.07.15 03:00close100.10147.7780.0000.00035.5310114.89
222025.07.15 04:30buy120.10147.7240.0000.000
232025.07.15 04:30close110.10147.7240.0000.0003.6610118.55
242025.07.15 15:30sell130.10147.8810.0000.000
252025.07.15 15:30close120.10147.8810.0000.00010.6210129.17
262025.07.15 18:00sell140.10148.8100.0000.000
272025.07.16 08:00sell150.10148.9250.0000.000
282025.07.16 19:30buy160.10148.1720.0000.000
292025.07.16 19:30close130.10148.1720.0000.000-19.6410109.53
302025.07.16 19:30close150.10148.1720.0000.00050.8210160.35
312025.07.16 19:30close140.10148.1720.0000.00043.0610203.41
322025.07.17 05:00sell170.10148.3400.0000.000
332025.07.17 05:00close160.10148.3400.0000.00011.3310214.74
342025.07.18 03:00buy180.10148.4520.0000.000
352025.07.18 03:00close170.10148.4520.0000.000-7.5410207.20
362025.07.21 01:00buy190.10148.1750.0000.000
372025.07.21 10:30buy200.10148.1680.0000.000
382025.07.22 09:30sell210.10147.8340.0000.000
392025.07.22 09:30close180.10147.8340.0000.000-41.8010165.40
402025.07.22 09:30close200.10147.8340.0000.000-22.5910142.81
412025.07.22 09:30close190.10147.8340.0000.000-23.0710119.74
422025.07.22 16:30buy220.10146.7890.0000.000
432025.07.22 16:30close210.10146.7890.0000.00071.1910190.93
442025.07.23 03:30sell230.10146.2020.0000.000
452025.07.23 03:30close220.10146.2020.0000.000-40.1510150.78
462025.07.23 04:00buy240.10146.4480.0000.000
472025.07.23 04:00close230.10146.4480.0000.000-16.8010133.98
482025.07.23 06:00sell250.10146.9260.0000.000
492025.07.23 06:00close240.10146.9260.0000.00032.5310166.51
502025.07.24 05:30buy260.10146.0270.0000.000
512025.07.24 05:30close250.10146.0270.0000.00061.5610228.07
522025.07.25 01:30sell270.10147.0960.0000.000
532025.07.25 01:30close260.10147.0960.0000.00072.6710300.74
542025.07.25 05:00sell280.10147.3570.0000.000
552025.07.28 10:00sell290.10148.0150.0000.000
562025.07.29 04:30sell300.10148.5720.0000.000
572025.07.29 06:30buy310.10148.4250.0000.000
582025.07.29 06:30close270.10148.4250.0000.000-89.5410211.20
592025.07.29 06:30close290.10148.4250.0000.000-27.6210183.58
602025.07.29 06:30close280.10148.4250.0000.000-71.9610111.62
612025.07.29 06:30close300.10148.4250.0000.0009.9010121.52
622025.07.30 05:00buy320.10148.1490.0000.000
632025.07.30 17:00sell330.10149.0490.0000.000
642025.07.30 17:00close310.10149.0490.0000.00041.8710163.39
652025.07.30 17:00close320.10149.0490.0000.00060.3810223.77
662025.07.30 23:00sell340.10149.4080.0000.000
672025.07.31 06:30buy350.10148.8640.0000.000
682025.07.31 06:30close330.10148.8640.0000.00012.4310236.20
692025.07.31 06:30close340.10148.8640.0000.00036.5410272.74
702025.07.31 11:30sell360.10149.5160.0000.000
712025.07.31 11:30close350.10149.5160.0000.00043.6110316.35
722025.08.01 07:30buy370.10150.6570.0000.000
732025.08.01 07:30close360.10150.6570.0000.000-75.7310240.62
742025.08.01 15:00buy380.10150.5270.0000.000
752025.08.01 17:00buy390.10148.1440.0000.000
762025.08.04 00:00buy400.10147.2150.0000.000
772025.08.05 03:00buy410.10146.8030.0000.000
782025.08.05 12:30sell420.10147.4600.0000.000
792025.08.05 12:30close370.10147.4600.0000.000-216.8010023.82
802025.08.05 12:30close390.10147.4600.0000.000-46.399977.43
812025.08.05 12:30close410.10147.4600.0000.00044.5510021.98
822025.08.05 12:30close380.10147.4600.0000.000-207.999813.99
832025.08.05 12:30close400.10147.4600.0000.00016.619830.60
842025.08.06 07:30buy430.10147.3640.0000.000
852025.08.06 07:30close420.10147.3640.0000.0006.519837.11
862025.08.06 22:30buy440.10147.1060.0000.000
872025.08.07 10:30buy450.10146.8510.0000.000
882025.08.08 00:00buy460.10147.1160.0000.000
892025.08.08 13:00sell470.10147.7050.0000.000
902025.08.08 13:00close430.10147.7050.0000.00023.099860.20
912025.08.08 13:00close450.10147.7050.0000.00057.829918.02
922025.08.08 13:00close440.10147.7050.0000.00040.559958.57
932025.08.08 13:00close460.10147.7050.0000.00039.889998.45
942025.08.11 01:30buy480.10147.7510.0000.000
952025.08.11 01:30close470.10147.7510.0000.000-3.119995.34
962025.08.11 23:30sell490.10148.1130.0000.000
972025.08.11 23:30close480.10148.1130.0000.00024.4410019.78
982025.08.12 04:30sell500.10148.3440.0000.000
992025.08.13 06:00sell510.10148.0420.0000.000
1002025.08.13 11:30buy520.10147.3550.0000.000
1012025.08.13 11:30close490.10147.3550.0000.00051.4410071.22
1022025.08.13 11:30close510.10147.3550.0000.00046.6210117.84
1032025.08.13 11:30close500.10147.3550.0000.00067.1210184.96
1042025.08.14 05:00buy530.10146.5050.0000.000
1052025.08.14 17:30sell540.10147.3960.0000.000
1062025.08.14 17:30close520.10147.3960.0000.0002.7810187.74
1072025.08.14 17:30close530.10147.3960.0000.00060.4510248.19
1082025.08.15 05:30buy550.10147.3490.0000.000
1092025.08.15 05:30close540.10147.3490.0000.0003.1910251.38
1102025.08.15 21:00sell560.10147.2310.0000.000
1112025.08.15 21:00close550.10147.2310.0000.000-8.0110243.37
1122025.08.18 05:00sell570.10147.3300.0000.000
1132025.08.18 11:00buy580.10147.4660.0000.000
1142025.08.18 11:00close560.10147.4660.0000.000-15.9410227.43
1152025.08.18 11:00close570.10147.4660.0000.000-9.2210218.21
1162025.08.18 16:30sell590.10147.8360.0000.000
1172025.08.18 16:30close580.10147.8360.0000.00025.0310243.24
1182025.08.20 10:00buy600.10147.3890.0000.000
1192025.08.20 10:00close590.10147.3890.0000.00030.3310273.57
1202025.08.20 17:30buy610.10147.1770.0000.000
1212025.08.20 18:30buy620.10147.1560.0000.000
1222025.08.21 11:00sell630.10147.5920.0000.000
1232025.08.21 11:00close600.10147.5920.0000.00013.7510287.32
1242025.08.21 11:00close620.10147.5920.0000.00029.5410316.86
1252025.08.21 11:00close610.10147.5920.0000.00028.1210344.98
1262025.08.22 05:30sell640.10148.5000.0000.000
1272025.08.22 18:30buy650.10146.6830.0000.000
1282025.08.22 18:30close630.10146.6830.0000.00061.9710406.95
1292025.08.22 18:30close640.10146.6830.0000.000123.8710530.82
1302025.08.25 04:00sell660.10147.3790.0000.000
1312025.08.25 04:00close650.10147.3790.0000.00047.2310578.05
1322025.08.25 19:30sell670.10147.5460.0000.000
1332025.08.25 23:00sell680.10147.8160.0000.000
1342025.08.26 04:30buy690.10147.2960.0000.000
1352025.08.26 04:30close660.10147.2960.0000.0005.6310583.68
1362025.08.26 04:30close680.10147.2960.0000.00035.3010618.98
1372025.08.26 04:30close670.10147.2960.0000.00016.9710635.95
1382025.08.26 20:00buy700.10147.3160.0000.000
1392025.08.27 19:00buy710.10147.7570.0000.000
1402025.08.28 07:30buy720.10147.1440.0000.000
1412025.08.28 15:00buy730.10146.9390.0000.000
1422025.09.02 06:00sell740.10147.6600.0000.000
1432025.09.02 06:00close690.10147.6600.0000.00024.6510660.60
1442025.09.02 06:00close710.10147.6600.0000.000-6.5710654.03
1452025.09.02 06:00close730.10147.6600.0000.00048.8310702.86
1462025.09.02 06:00close700.10147.6600.0000.00023.3010726.16
1472025.09.02 06:00close720.10147.6600.0000.00034.9510761.11
1482025.09.02 11:30sell750.10148.3420.0000.000
1492025.09.02 18:00buy760.10148.0770.0000.000
1502025.09.02 18:00close740.10148.0770.0000.000-28.1610732.95
1512025.09.02 18:00close750.10148.0770.0000.00017.9010750.85
1522025.09.03 19:00buy770.10147.9780.0000.000
1532025.09.04 07:30sell780.10148.2200.0000.000
1542025.09.04 07:30close760.10148.2200.0000.0009.6510760.50
1552025.09.04 07:30close770.10148.2200.0000.00016.3310776.83
1562025.09.04 18:30sell790.10148.6620.0000.000
1572025.09.05 04:30buy800.10148.2160.0000.000
1582025.09.05 04:30close780.10148.2160.0000.0000.2710777.10
1592025.09.05 04:30close790.10148.2160.0000.00030.0910807.19
1602025.09.05 17:00buy810.10147.0650.0000.000
1612025.09.08 01:00sell820.10148.0100.0000.000
1622025.09.08 01:00close800.10148.0100.0000.000-13.9210793.27
1632025.09.08 01:00close810.10148.0100.0000.00063.8510857.12
1642025.09.08 11:30buy830.10147.6510.0000.000
1652025.09.08 11:30close820.10147.6510.0000.00024.3110881.43
1662025.09.08 23:00buy840.10147.4310.0000.000
1672025.09.09 09:30buy850.10147.0190.0000.000
1682025.09.10 05:00sell860.10147.3890.0000.000
1692025.09.10 05:00close830.10147.3890.0000.000-17.7810863.65
1702025.09.10 05:00close850.10147.3890.0000.00025.1010888.75
1712025.09.10 05:00close840.10147.3890.0000.000-2.8510885.90
1722025.09.10 17:30buy870.10147.3420.0000.000
1732025.09.10 17:30close860.10147.3420.0000.0003.1910889.09
1742025.09.11 10:30sell880.10147.7680.0000.000
1752025.09.11 10:30close870.10147.7680.0000.00028.8310917.92
1762025.09.11 18:00buy890.10147.1970.0000.000
1772025.09.11 18:00close880.10147.1970.0000.00038.7910956.71
1782025.09.12 06:00sell900.10147.4180.0000.000
1792025.09.12 06:00close890.10147.4180.0000.00014.9910971.70
1802025.09.12 13:00sell910.10147.9240.0000.000
1812025.09.16 05:00sell920.10147.3480.0000.000
1822025.09.16 06:30buy930.10147.1440.0000.000
1832025.09.16 06:30close900.10147.1440.0000.00018.6210990.32
1842025.09.16 06:30close920.10147.1440.0000.00013.8611004.18
1852025.09.16 06:30close910.10147.1440.0000.00053.0111057.19
1862025.09.16 18:30buy940.10146.5990.0000.000
1872025.09.17 11:30sell950.10146.5520.0000.000
1882025.09.17 11:30close930.10146.5520.0000.000-40.4011016.79
1892025.09.17 11:30close940.10146.5520.0000.000-3.2111013.58
1902025.09.17 22:00buy960.10146.7240.0000.000
1912025.09.17 22:00close950.10146.7240.0000.000-11.7211001.86
1922025.09.18 00:00sell970.10146.9030.0000.000
1932025.09.18 00:00close960.10146.9030.0000.00012.1811014.04
1942025.09.18 17:30sell980.10148.0210.0000.000
1952025.09.18 23:59close at stop980.10148.0070.0000.0000.9511014.99
1962025.09.18 23:59close at stop970.10148.0070.0000.000-74.5910940.40