Strategy Tester Report
FT_CCI
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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 | 6540453 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (14) | ||
| Total net profit | 646.30 | Gross profit | 1449.59 | Gross loss | -803.29 |
| Profit factor | 1.80 | Expected payoff | 13.19 | ||
| Absolute drawdown | 422.79 | Maximal drawdown | 631.81 (6.19%) | Relative drawdown | 6.19% (631.81) |
| Total trades | 49 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 26 (69.23%) |
| Profit trades (% of total) | 31 (63.27%) | Loss trades (% of total) | 18 (36.73%) | ||
| Largest | profit trade | 146.95 | loss trade | -134.77 | |
| Average | profit trade | 46.76 | loss trade | -44.63 | |
| Maximum | consecutive wins (profit in money) | 8 (472.92) | consecutive losses (loss in money) | 3 (-224.23) | |
| Maximal | consecutive profit (count of wins) | 472.92 (8) | consecutive loss (count of losses) | -224.23 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 13:00 | buy | 1 | 0.10 | 142.952 | 0.000 | 0.000 | ||
| 2 | 2025.07.03 18:00 | sell | 2 | 0.10 | 145.084 | 0.000 | 0.000 | ||
| 3 | 2025.07.03 18:00 | close | 1 | 0.10 | 145.084 | 0.000 | 0.000 | 146.95 | 10146.95 |
| 4 | 2025.07.07 09:00 | sell | 3 | 0.10 | 144.979 | 0.000 | 0.000 | ||
| 5 | 2025.07.08 16:00 | sell | 4 | 0.10 | 146.642 | 0.000 | 0.000 | ||
| 6 | 2025.07.10 05:00 | buy | 5 | 0.10 | 145.902 | 0.000 | 0.000 | ||
| 7 | 2025.07.10 05:00 | close | 2 | 0.10 | 145.902 | 0.000 | 0.000 | -56.07 | 10090.88 |
| 8 | 2025.07.10 05:00 | close | 4 | 0.10 | 145.902 | 0.000 | 0.000 | 50.72 | 10141.60 |
| 9 | 2025.07.10 05:00 | close | 3 | 0.10 | 145.902 | 0.000 | 0.000 | -63.26 | 10078.34 |
| 10 | 2025.07.11 19:00 | sell | 6 | 0.10 | 147.284 | 0.000 | 0.000 | ||
| 11 | 2025.07.11 19:00 | close | 5 | 0.10 | 147.284 | 0.000 | 0.000 | 93.83 | 10172.17 |
| 12 | 2025.07.14 21:00 | sell | 7 | 0.10 | 147.710 | 0.000 | 0.000 | ||
| 13 | 2025.07.15 16:00 | sell | 8 | 0.10 | 147.888 | 0.000 | 0.000 | ||
| 14 | 2025.07.15 19:00 | sell | 9 | 0.10 | 148.754 | 0.000 | 0.000 | ||
| 15 | 2025.07.16 08:00 | sell | 10 | 0.10 | 148.925 | 0.000 | 0.000 | ||
| 16 | 2025.07.16 11:00 | buy | 11 | 0.10 | 148.898 | 0.000 | 0.000 | ||
| 17 | 2025.07.16 11:00 | close | 6 | 0.10 | 148.898 | 0.000 | 0.000 | -108.40 | 10063.77 |
| 18 | 2025.07.16 11:00 | close | 8 | 0.10 | 148.898 | 0.000 | 0.000 | -67.83 | 9995.94 |
| 19 | 2025.07.16 11:00 | close | 10 | 0.10 | 148.898 | 0.000 | 0.000 | 1.81 | 9997.75 |
| 20 | 2025.07.16 11:00 | close | 7 | 0.10 | 148.898 | 0.000 | 0.000 | -79.79 | 9917.96 |
| 21 | 2025.07.16 11:00 | close | 9 | 0.10 | 148.898 | 0.000 | 0.000 | -9.67 | 9908.29 |
| 22 | 2025.07.16 20:00 | buy | 12 | 0.10 | 148.053 | 0.000 | 0.000 | ||
| 23 | 2025.07.22 18:00 | buy | 13 | 0.10 | 146.459 | 0.000 | 0.000 | ||
| 24 | 2025.07.23 07:00 | sell | 14 | 0.10 | 146.918 | 0.000 | 0.000 | ||
| 25 | 2025.07.23 07:00 | close | 11 | 0.10 | 146.918 | 0.000 | 0.000 | -134.77 | 9773.52 |
| 26 | 2025.07.23 07:00 | close | 13 | 0.10 | 146.918 | 0.000 | 0.000 | 31.24 | 9804.76 |
| 27 | 2025.07.23 07:00 | close | 12 | 0.10 | 146.918 | 0.000 | 0.000 | -77.25 | 9727.51 |
| 28 | 2025.07.24 07:00 | buy | 15 | 0.10 | 146.018 | 0.000 | 0.000 | ||
| 29 | 2025.07.24 07:00 | close | 14 | 0.10 | 146.018 | 0.000 | 0.000 | 61.64 | 9789.15 |
| 30 | 2025.07.25 14:00 | sell | 16 | 0.10 | 147.770 | 0.000 | 0.000 | ||
| 31 | 2025.07.25 14:00 | close | 15 | 0.10 | 147.770 | 0.000 | 0.000 | 118.56 | 9907.71 |
| 32 | 2025.07.28 13:00 | sell | 17 | 0.10 | 148.382 | 0.000 | 0.000 | ||
| 33 | 2025.07.30 06:00 | buy | 18 | 0.10 | 148.050 | 0.000 | 0.000 | ||
| 34 | 2025.07.30 06:00 | close | 16 | 0.10 | 148.050 | 0.000 | 0.000 | -18.91 | 9888.80 |
| 35 | 2025.07.30 06:00 | close | 17 | 0.10 | 148.050 | 0.000 | 0.000 | 22.42 | 9911.22 |
| 36 | 2025.07.30 18:00 | sell | 19 | 0.10 | 148.922 | 0.000 | 0.000 | ||
| 37 | 2025.07.30 18:00 | close | 18 | 0.10 | 148.922 | 0.000 | 0.000 | 58.55 | 9969.77 |
| 38 | 2025.08.01 19:00 | buy | 20 | 0.10 | 148.064 | 0.000 | 0.000 | ||
| 39 | 2025.08.01 19:00 | close | 19 | 0.10 | 148.064 | 0.000 | 0.000 | 57.95 | 10027.72 |
| 40 | 2025.08.06 09:00 | buy | 21 | 0.10 | 147.462 | 0.000 | 0.000 | ||
| 41 | 2025.08.12 21:00 | buy | 22 | 0.10 | 147.773 | 0.000 | 0.000 | ||
| 42 | 2025.08.13 14:00 | buy | 23 | 0.10 | 147.415 | 0.000 | 0.000 | ||
| 43 | 2025.08.14 06:00 | buy | 24 | 0.10 | 146.710 | 0.000 | 0.000 | ||
| 44 | 2025.08.14 19:00 | sell | 25 | 0.10 | 147.683 | 0.000 | 0.000 | ||
| 45 | 2025.08.14 19:00 | close | 20 | 0.10 | 147.683 | 0.000 | 0.000 | -25.80 | 10001.92 |
| 46 | 2025.08.14 19:00 | close | 22 | 0.10 | 147.683 | 0.000 | 0.000 | -6.09 | 9995.83 |
| 47 | 2025.08.14 19:00 | close | 24 | 0.10 | 147.683 | 0.000 | 0.000 | 65.88 | 10061.71 |
| 48 | 2025.08.14 19:00 | close | 21 | 0.10 | 147.683 | 0.000 | 0.000 | 14.96 | 10076.67 |
| 49 | 2025.08.14 19:00 | close | 23 | 0.10 | 147.683 | 0.000 | 0.000 | 18.15 | 10094.82 |
| 50 | 2025.08.18 18:00 | sell | 26 | 0.10 | 147.939 | 0.000 | 0.000 | ||
| 51 | 2025.08.19 11:00 | buy | 27 | 0.10 | 147.715 | 0.000 | 0.000 | ||
| 52 | 2025.08.19 11:00 | close | 25 | 0.10 | 147.715 | 0.000 | 0.000 | -2.17 | 10092.65 |
| 53 | 2025.08.19 11:00 | close | 26 | 0.10 | 147.715 | 0.000 | 0.000 | 15.16 | 10107.81 |
| 54 | 2025.08.19 22:00 | buy | 28 | 0.10 | 147.521 | 0.000 | 0.000 | ||
| 55 | 2025.08.20 11:00 | buy | 29 | 0.10 | 147.635 | 0.000 | 0.000 | ||
| 56 | 2025.08.20 19:00 | buy | 30 | 0.10 | 147.204 | 0.000 | 0.000 | ||
| 57 | 2025.08.21 12:00 | sell | 31 | 0.10 | 147.584 | 0.000 | 0.000 | ||
| 58 | 2025.08.21 12:00 | close | 27 | 0.10 | 147.584 | 0.000 | 0.000 | -8.88 | 10098.93 |
| 59 | 2025.08.21 12:00 | close | 29 | 0.10 | 147.584 | 0.000 | 0.000 | -3.46 | 10095.47 |
| 60 | 2025.08.21 12:00 | close | 28 | 0.10 | 147.584 | 0.000 | 0.000 | 4.27 | 10099.74 |
| 61 | 2025.08.21 12:00 | close | 30 | 0.10 | 147.584 | 0.000 | 0.000 | 25.75 | 10125.49 |
| 62 | 2025.08.22 20:00 | buy | 32 | 0.10 | 146.715 | 0.000 | 0.000 | ||
| 63 | 2025.08.22 20:00 | close | 31 | 0.10 | 146.715 | 0.000 | 0.000 | 59.23 | 10184.72 |
| 64 | 2025.08.25 20:00 | sell | 33 | 0.10 | 147.532 | 0.000 | 0.000 | ||
| 65 | 2025.08.25 20:00 | close | 32 | 0.10 | 147.532 | 0.000 | 0.000 | 55.38 | 10240.10 |
| 66 | 2025.08.27 22:00 | buy | 34 | 0.10 | 147.419 | 0.000 | 0.000 | ||
| 67 | 2025.08.27 22:00 | close | 33 | 0.10 | 147.419 | 0.000 | 0.000 | 7.67 | 10247.77 |
| 68 | 2025.09.02 08:00 | sell | 35 | 0.10 | 147.721 | 0.000 | 0.000 | ||
| 69 | 2025.09.02 08:00 | close | 34 | 0.10 | 147.721 | 0.000 | 0.000 | 20.44 | 10268.21 |
| 70 | 2025.09.03 21:00 | buy | 36 | 0.10 | 148.048 | 0.000 | 0.000 | ||
| 71 | 2025.09.03 21:00 | close | 35 | 0.10 | 148.048 | 0.000 | 0.000 | -22.09 | 10246.12 |
| 72 | 2025.09.04 20:00 | sell | 37 | 0.10 | 148.618 | 0.000 | 0.000 | ||
| 73 | 2025.09.04 20:00 | close | 36 | 0.10 | 148.618 | 0.000 | 0.000 | 38.35 | 10284.47 |
| 74 | 2025.09.05 18:00 | buy | 38 | 0.10 | 147.087 | 0.000 | 0.000 | ||
| 75 | 2025.09.05 18:00 | close | 37 | 0.10 | 147.087 | 0.000 | 0.000 | 104.09 | 10388.56 |
| 76 | 2025.09.09 00:00 | buy | 39 | 0.10 | 147.456 | 0.000 | 0.000 | ||
| 77 | 2025.09.09 10:00 | buy | 40 | 0.10 | 147.059 | 0.000 | 0.000 | ||
| 78 | 2025.09.09 14:00 | buy | 41 | 0.10 | 146.479 | 0.000 | 0.000 | ||
| 79 | 2025.09.11 12:00 | sell | 42 | 0.10 | 147.844 | 0.000 | 0.000 | ||
| 80 | 2025.09.11 12:00 | close | 38 | 0.10 | 147.844 | 0.000 | 0.000 | 51.20 | 10439.76 |
| 81 | 2025.09.11 12:00 | close | 40 | 0.10 | 147.844 | 0.000 | 0.000 | 53.10 | 10492.86 |
| 82 | 2025.09.11 12:00 | close | 39 | 0.10 | 147.844 | 0.000 | 0.000 | 26.24 | 10519.10 |
| 83 | 2025.09.11 12:00 | close | 41 | 0.10 | 147.844 | 0.000 | 0.000 | 92.33 | 10611.43 |
| 84 | 2025.09.12 14:00 | sell | 43 | 0.10 | 147.746 | 0.000 | 0.000 | ||
| 85 | 2025.09.16 09:00 | buy | 44 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 86 | 2025.09.16 09:00 | close | 42 | 0.10 | 147.004 | 0.000 | 0.000 | 57.14 | 10668.57 |
| 87 | 2025.09.16 09:00 | close | 43 | 0.10 | 147.004 | 0.000 | 0.000 | 50.47 | 10719.04 |
| 88 | 2025.09.16 19:00 | buy | 45 | 0.10 | 146.566 | 0.000 | 0.000 | ||
| 89 | 2025.09.17 12:00 | sell | 46 | 0.10 | 146.451 | 0.000 | 0.000 | ||
| 90 | 2025.09.17 12:00 | close | 44 | 0.10 | 146.451 | 0.000 | 0.000 | -37.76 | 10681.28 |
| 91 | 2025.09.17 12:00 | close | 45 | 0.10 | 146.451 | 0.000 | 0.000 | -7.85 | 10673.43 |
| 92 | 2025.09.17 15:00 | buy | 47 | 0.10 | 146.349 | 0.000 | 0.000 | ||
| 93 | 2025.09.17 15:00 | close | 46 | 0.10 | 146.349 | 0.000 | 0.000 | 6.97 | 10680.40 |
| 94 | 2025.09.18 01:00 | sell | 48 | 0.10 | 146.922 | 0.000 | 0.000 | ||
| 95 | 2025.09.18 01:00 | close | 47 | 0.10 | 146.922 | 0.000 | 0.000 | 39.00 | 10719.40 |
| 96 | 2025.09.18 18:00 | sell | 49 | 0.10 | 148.008 | 0.000 | 0.000 | ||
| 97 | 2025.09.18 23:59 | close at stop | 49 | 0.10 | 148.006 | 0.000 | 0.000 | 0.14 | 10719.54 |
| 98 | 2025.09.18 23:59 | close at stop | 48 | 0.10 | 148.006 | 0.000 | 0.000 | -73.24 | 10646.30 |