Strategy Tester Report
FT_CCI
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17; | ||||
| Bars in test | 2393 | Ticks modelled | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -348.63 | Gross profit | 578.56 | Gross loss | -927.19 |
| Profit factor | 0.62 | Expected payoff | -6.58 | ||
| Absolute drawdown | 830.13 | Maximal drawdown | 947.98 (9.37%) | Relative drawdown | 9.37% (947.98) |
| Total trades | 53 | Short positions (won %) | 31 (41.94%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 24 (45.28%) | Loss trades (% of total) | 29 (54.72%) | ||
| Largest | profit trade | 63.38 | loss trade | -130.96 | |
| Average | profit trade | 24.11 | loss trade | -31.97 | |
| Maximum | consecutive wins (profit in money) | 4 (102.25) | consecutive losses (loss in money) | 6 (-183.23) | |
| Maximal | consecutive profit (count of wins) | 104.71 (2) | consecutive loss (count of losses) | -183.23 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 20:00 | sell | 1 | 0.10 | 1.36596 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.02 22:00 | buy | 2 | 0.10 | 1.35968 | 0.00000 | 0.00000 | ||
| 3 | 2025.07.02 22:00 | close | 1 | 0.10 | 1.35968 | 0.00000 | 0.00000 | 46.19 | 10046.19 |
| 4 | 2025.07.03 17:00 | sell | 3 | 0.10 | 1.35760 | 0.00000 | 0.00000 | ||
| 5 | 2025.07.03 17:00 | close | 2 | 0.10 | 1.35760 | 0.00000 | 0.00000 | -15.32 | 10030.87 |
| 6 | 2025.07.03 21:00 | buy | 4 | 0.10 | 1.35662 | 0.00000 | 0.00000 | ||
| 7 | 2025.07.03 21:00 | close | 3 | 0.10 | 1.35662 | 0.00000 | 0.00000 | 7.22 | 10038.09 |
| 8 | 2025.07.07 08:00 | sell | 5 | 0.10 | 1.36335 | 0.00000 | 0.00000 | ||
| 9 | 2025.07.07 08:00 | close | 4 | 0.10 | 1.36335 | 0.00000 | 0.00000 | 49.36 | 10087.45 |
| 10 | 2025.07.08 19:00 | sell | 6 | 0.10 | 1.36723 | 0.00000 | 0.00000 | ||
| 11 | 2025.07.10 18:00 | sell | 7 | 0.10 | 1.36902 | 0.00000 | 0.00000 | ||
| 12 | 2025.07.15 13:00 | buy | 8 | 0.10 | 1.36912 | 0.00000 | 0.00000 | ||
| 13 | 2025.07.15 13:00 | close | 5 | 0.10 | 1.36912 | 0.00000 | 0.00000 | -42.14 | 10045.31 |
| 14 | 2025.07.15 13:00 | close | 7 | 0.10 | 1.36912 | 0.00000 | 0.00000 | -0.73 | 10044.58 |
| 15 | 2025.07.15 13:00 | close | 6 | 0.10 | 1.36912 | 0.00000 | 0.00000 | -13.80 | 10030.78 |
| 16 | 2025.07.15 19:00 | sell | 9 | 0.10 | 1.37133 | 0.00000 | 0.00000 | ||
| 17 | 2025.07.15 19:00 | close | 8 | 0.10 | 1.37133 | 0.00000 | 0.00000 | 16.12 | 10046.90 |
| 18 | 2025.07.16 19:00 | sell | 10 | 0.10 | 1.37066 | 0.00000 | 0.00000 | ||
| 19 | 2025.07.18 17:00 | buy | 11 | 0.10 | 1.37043 | 0.00000 | 0.00000 | ||
| 20 | 2025.07.18 17:00 | close | 9 | 0.10 | 1.37043 | 0.00000 | 0.00000 | 6.57 | 10053.47 |
| 21 | 2025.07.18 17:00 | close | 10 | 0.10 | 1.37043 | 0.00000 | 0.00000 | 1.68 | 10055.15 |
| 22 | 2025.07.21 17:00 | buy | 12 | 0.10 | 1.37156 | 0.00000 | 0.00000 | ||
| 23 | 2025.07.22 21:00 | buy | 13 | 0.10 | 1.36184 | 0.00000 | 0.00000 | ||
| 24 | 2025.07.23 14:00 | buy | 14 | 0.10 | 1.35868 | 0.00000 | 0.00000 | ||
| 25 | 2025.07.24 15:00 | sell | 15 | 0.10 | 1.36094 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.24 15:00 | close | 11 | 0.10 | 1.36094 | 0.00000 | 0.00000 | -69.73 | 9985.42 |
| 27 | 2025.07.24 15:00 | close | 13 | 0.10 | 1.36094 | 0.00000 | 0.00000 | -6.61 | 9978.81 |
| 28 | 2025.07.24 15:00 | close | 12 | 0.10 | 1.36094 | 0.00000 | 0.00000 | -78.03 | 9900.78 |
| 29 | 2025.07.24 15:00 | close | 14 | 0.10 | 1.36094 | 0.00000 | 0.00000 | 16.61 | 9917.39 |
| 30 | 2025.07.24 20:00 | sell | 16 | 0.10 | 1.36361 | 0.00000 | 0.00000 | ||
| 31 | 2025.07.28 13:00 | sell | 17 | 0.10 | 1.37268 | 0.00000 | 0.00000 | ||
| 32 | 2025.07.29 12:00 | sell | 18 | 0.10 | 1.37432 | 0.00000 | 0.00000 | ||
| 33 | 2025.07.30 15:00 | sell | 19 | 0.10 | 1.37863 | 0.00000 | 0.00000 | ||
| 34 | 2025.07.30 17:00 | sell | 20 | 0.10 | 1.38023 | 0.00000 | 0.00000 | ||
| 35 | 2025.07.31 14:00 | sell | 21 | 0.10 | 1.38470 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.01 03:00 | sell | 22 | 0.10 | 1.38575 | 0.00000 | 0.00000 | ||
| 37 | 2025.08.01 13:00 | sell | 23 | 0.10 | 1.38774 | 0.00000 | 0.00000 | ||
| 38 | 2025.08.01 18:00 | buy | 24 | 0.10 | 1.37900 | 0.00000 | 0.00000 | ||
| 39 | 2025.08.01 18:00 | close | 15 | 0.10 | 1.37900 | 0.00000 | 0.00000 | -130.96 | 9786.43 |
| 40 | 2025.08.01 18:00 | close | 17 | 0.10 | 1.37900 | 0.00000 | 0.00000 | -45.83 | 9740.60 |
| 41 | 2025.08.01 18:00 | close | 19 | 0.10 | 1.37900 | 0.00000 | 0.00000 | -2.68 | 9737.92 |
| 42 | 2025.08.01 18:00 | close | 21 | 0.10 | 1.37900 | 0.00000 | 0.00000 | 41.33 | 9779.25 |
| 43 | 2025.08.01 18:00 | close | 23 | 0.10 | 1.37900 | 0.00000 | 0.00000 | 63.38 | 9842.63 |
| 44 | 2025.08.01 18:00 | close | 16 | 0.10 | 1.37900 | 0.00000 | 0.00000 | -111.60 | 9731.03 |
| 45 | 2025.08.01 18:00 | close | 20 | 0.10 | 1.37900 | 0.00000 | 0.00000 | 8.92 | 9739.95 |
| 46 | 2025.08.01 18:00 | close | 18 | 0.10 | 1.37900 | 0.00000 | 0.00000 | -33.94 | 9706.01 |
| 47 | 2025.08.01 18:00 | close | 22 | 0.10 | 1.37900 | 0.00000 | 0.00000 | 48.95 | 9754.96 |
| 48 | 2025.08.06 17:00 | buy | 25 | 0.10 | 1.37501 | 0.00000 | 0.00000 | ||
| 49 | 2025.08.07 09:00 | buy | 26 | 0.10 | 1.37350 | 0.00000 | 0.00000 | ||
| 50 | 2025.08.07 19:00 | sell | 27 | 0.10 | 1.37499 | 0.00000 | 0.00000 | ||
| 51 | 2025.08.07 19:00 | close | 24 | 0.10 | 1.37499 | 0.00000 | 0.00000 | -29.16 | 9725.80 |
| 52 | 2025.08.07 19:00 | close | 26 | 0.10 | 1.37499 | 0.00000 | 0.00000 | 10.84 | 9736.64 |
| 53 | 2025.08.07 19:00 | close | 25 | 0.10 | 1.37499 | 0.00000 | 0.00000 | -0.15 | 9736.49 |
| 54 | 2025.08.11 12:00 | sell | 28 | 0.10 | 1.37640 | 0.00000 | 0.00000 | ||
| 55 | 2025.08.12 14:00 | sell | 29 | 0.10 | 1.37919 | 0.00000 | 0.00000 | ||
| 56 | 2025.08.12 16:00 | sell | 30 | 0.10 | 1.37791 | 0.00000 | 0.00000 | ||
| 57 | 2025.08.13 12:00 | buy | 31 | 0.10 | 1.37645 | 0.00000 | 0.00000 | ||
| 58 | 2025.08.13 12:00 | close | 27 | 0.10 | 1.37645 | 0.00000 | 0.00000 | -10.61 | 9725.88 |
| 59 | 2025.08.13 12:00 | close | 29 | 0.10 | 1.37645 | 0.00000 | 0.00000 | 19.91 | 9745.79 |
| 60 | 2025.08.13 12:00 | close | 28 | 0.10 | 1.37645 | 0.00000 | 0.00000 | -0.36 | 9745.43 |
| 61 | 2025.08.13 12:00 | close | 30 | 0.10 | 1.37645 | 0.00000 | 0.00000 | 10.61 | 9756.04 |
| 62 | 2025.08.18 19:00 | sell | 32 | 0.10 | 1.38151 | 0.00000 | 0.00000 | ||
| 63 | 2025.08.18 19:00 | close | 31 | 0.10 | 1.38151 | 0.00000 | 0.00000 | 36.63 | 9792.67 |
| 64 | 2025.08.19 19:00 | sell | 33 | 0.10 | 1.38590 | 0.00000 | 0.00000 | ||
| 65 | 2025.08.20 17:00 | buy | 34 | 0.10 | 1.38697 | 0.00000 | 0.00000 | ||
| 66 | 2025.08.20 17:00 | close | 32 | 0.10 | 1.38697 | 0.00000 | 0.00000 | -39.37 | 9753.30 |
| 67 | 2025.08.20 17:00 | close | 33 | 0.10 | 1.38697 | 0.00000 | 0.00000 | -7.71 | 9745.59 |
| 68 | 2025.08.21 18:00 | sell | 35 | 0.10 | 1.38966 | 0.00000 | 0.00000 | ||
| 69 | 2025.08.21 18:00 | close | 34 | 0.10 | 1.38966 | 0.00000 | 0.00000 | 19.36 | 9764.95 |
| 70 | 2025.08.22 20:00 | buy | 36 | 0.10 | 1.38330 | 0.00000 | 0.00000 | ||
| 71 | 2025.08.22 20:00 | close | 35 | 0.10 | 1.38330 | 0.00000 | 0.00000 | 45.98 | 9810.93 |
| 72 | 2025.08.26 00:00 | sell | 37 | 0.10 | 1.38574 | 0.00000 | 0.00000 | ||
| 73 | 2025.08.26 00:00 | close | 36 | 0.10 | 1.38574 | 0.00000 | 0.00000 | 17.61 | 9828.54 |
| 74 | 2025.08.26 20:00 | buy | 38 | 0.10 | 1.38307 | 0.00000 | 0.00000 | ||
| 75 | 2025.08.26 20:00 | close | 37 | 0.10 | 1.38307 | 0.00000 | 0.00000 | 19.30 | 9847.84 |
| 76 | 2025.08.27 22:00 | buy | 39 | 0.10 | 1.37971 | 0.00000 | 0.00000 | ||
| 77 | 2025.08.28 15:00 | buy | 40 | 0.10 | 1.37655 | 0.00000 | 0.00000 | ||
| 78 | 2025.08.29 13:00 | buy | 41 | 0.10 | 1.37568 | 0.00000 | 0.00000 | ||
| 79 | 2025.08.29 17:00 | sell | 42 | 0.10 | 1.37614 | 0.00000 | 0.00000 | ||
| 80 | 2025.08.29 17:00 | close | 38 | 0.10 | 1.37614 | 0.00000 | 0.00000 | -50.36 | 9797.48 |
| 81 | 2025.08.29 17:00 | close | 40 | 0.10 | 1.37614 | 0.00000 | 0.00000 | -2.98 | 9794.50 |
| 82 | 2025.08.29 17:00 | close | 39 | 0.10 | 1.37614 | 0.00000 | 0.00000 | -25.94 | 9768.56 |
| 83 | 2025.08.29 17:00 | close | 41 | 0.10 | 1.37614 | 0.00000 | 0.00000 | 3.34 | 9771.90 |
| 84 | 2025.09.01 12:00 | sell | 43 | 0.10 | 1.37390 | 0.00000 | 0.00000 | ||
| 85 | 2025.09.02 13:00 | sell | 44 | 0.10 | 1.37742 | 0.00000 | 0.00000 | ||
| 86 | 2025.09.04 19:00 | sell | 45 | 0.10 | 1.38284 | 0.00000 | 0.00000 | ||
| 87 | 2025.09.05 20:00 | sell | 46 | 0.10 | 1.38331 | 0.00000 | 0.00000 | ||
| 88 | 2025.09.09 17:00 | sell | 47 | 0.10 | 1.38156 | 0.00000 | 0.00000 | ||
| 89 | 2025.09.11 20:00 | buy | 48 | 0.10 | 1.38342 | 0.00000 | 0.00000 | ||
| 90 | 2025.09.11 20:00 | close | 42 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -52.62 | 9719.28 |
| 91 | 2025.09.11 20:00 | close | 44 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -43.37 | 9675.91 |
| 92 | 2025.09.11 20:00 | close | 46 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -0.80 | 9675.11 |
| 93 | 2025.09.11 20:00 | close | 43 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -68.81 | 9606.30 |
| 94 | 2025.09.11 20:00 | close | 47 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -13.44 | 9592.86 |
| 95 | 2025.09.11 20:00 | close | 45 | 0.10 | 1.38342 | 0.00000 | 0.00000 | -4.19 | 9588.67 |
| 96 | 2025.09.12 20:00 | sell | 49 | 0.10 | 1.38491 | 0.00000 | 0.00000 | ||
| 97 | 2025.09.12 20:00 | close | 48 | 0.10 | 1.38491 | 0.00000 | 0.00000 | 10.76 | 9599.43 |
| 98 | 2025.09.15 16:00 | buy | 50 | 0.10 | 1.38265 | 0.00000 | 0.00000 | ||
| 99 | 2025.09.15 16:00 | close | 49 | 0.10 | 1.38265 | 0.00000 | 0.00000 | 16.35 | 9615.78 |
| 100 | 2025.09.15 20:00 | buy | 51 | 0.10 | 1.38013 | 0.00000 | 0.00000 | ||
| 101 | 2025.09.16 16:00 | buy | 52 | 0.10 | 1.37588 | 0.00000 | 0.00000 | ||
| 102 | 2025.09.16 18:00 | buy | 53 | 0.10 | 1.37483 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.18 23:54 | close at stop | 53 | 0.10 | 1.37960 | 0.00000 | 0.00000 | 34.58 | 9650.36 |
| 104 | 2025.09.18 23:54 | close at stop | 52 | 0.10 | 1.37960 | 0.00000 | 0.00000 | 26.96 | 9677.32 |
| 105 | 2025.09.18 23:54 | close at stop | 51 | 0.10 | 1.37960 | 0.00000 | 0.00000 | -3.84 | 9673.48 |
| 106 | 2025.09.18 23:54 | close at stop | 50 | 0.10 | 1.37960 | 0.00000 | 0.00000 | -22.11 | 9651.37 |