Strategy Tester Report
FT_CCI
SymbolAUDUSD (Australian Dollar vs US 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 test1693Ticks modelled6984894Modelling quality48.59%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (15)
Total net profit731.00Gross profit1598.80Gross loss-867.80
Profit factor1.84Expected payoff13.79
Absolute drawdown736.40Maximal drawdown746.70 (7.46%)Relative drawdown7.46% (746.70)
Total trades53Short positions (won %)17 (88.24%)Long positions (won %)36 (58.33%)
Profit trades (% of total)36 (67.92%)Loss trades (% of total)17 (32.08%)
Largestprofit trade94.90loss trade-146.60
Averageprofit trade44.41loss trade-51.05
Maximumconsecutive wins (profit in money)17 (691.90)consecutive losses (loss in money)4 (-259.50)
Maximalconsecutive profit (count of wins)691.90 (17)consecutive loss (count of losses)-259.50 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 07:00buy10.100.686540.000000.00000
22024.10.04 18:00buy20.100.680110.000000.00000
32024.10.07 14:00buy30.100.678410.000000.00000
42024.10.08 07:00buy40.100.673370.000000.00000
52024.10.10 09:00sell50.100.673120.000000.00000
62024.10.10 09:00close10.100.673120.000000.00000-134.209865.80
72024.10.10 09:00close30.100.673120.000000.00000-52.909812.90
82024.10.10 09:00close20.100.673120.000000.00000-69.909743.00
92024.10.10 09:00close40.100.673120.000000.00000-2.509740.50
102024.10.11 01:00sell60.100.673670.000000.00000
112024.10.14 15:00buy70.100.671730.000000.00000
122024.10.14 15:00close50.100.671730.000000.0000013.909754.40
132024.10.14 15:00close60.100.671730.000000.0000019.409773.80
142024.10.14 17:00buy80.100.673300.000000.00000
152024.10.15 10:00buy90.100.671710.000000.00000
162024.10.16 04:00buy100.100.668080.000000.00000
172024.10.17 06:00sell110.100.669670.000000.00000
182024.10.17 06:00close70.100.669670.000000.00000-20.609753.20
192024.10.17 06:00close90.100.669670.000000.00000-20.409732.80
202024.10.17 06:00close80.100.669670.000000.00000-36.309696.50
212024.10.17 06:00close100.100.669670.000000.0000015.909712.40
222024.10.18 07:00sell120.100.670420.000000.00000
232024.10.22 09:00sell130.100.668030.000000.00000
242024.10.23 06:00buy140.100.668550.000000.00000
252024.10.23 06:00close110.100.668550.000000.0000011.209723.60
262024.10.23 06:00close130.100.668550.000000.00000-5.209718.40
272024.10.23 06:00close120.100.668550.000000.0000018.709737.10
282024.10.23 11:00buy150.100.666330.000000.00000
292024.10.24 20:00buy160.100.663270.000000.00000
302024.10.25 22:00buy170.100.660830.000000.00000
312024.10.29 09:00buy180.100.656520.000000.00000
322024.10.30 09:00buy190.100.654310.000000.00000
332024.10.31 19:00buy200.100.655040.000000.00000
342024.11.05 12:00sell210.100.661630.000000.00000
352024.11.05 12:00close140.100.661630.000000.00000-69.209667.90
362024.11.05 12:00close160.100.661630.000000.00000-16.409651.50
372024.11.05 12:00close180.100.661630.000000.0000051.109702.60
382024.11.05 12:00close200.100.661630.000000.0000065.909768.50
392024.11.05 12:00close150.100.661630.000000.00000-47.009721.50
402024.11.05 12:00close190.100.661630.000000.0000073.209794.70
412024.11.05 12:00close170.100.661630.000000.000008.009802.70
422024.11.06 07:00buy220.100.654390.000000.00000
432024.11.06 07:00close210.100.654390.000000.0000072.409875.10
442024.11.07 07:00sell230.100.662050.000000.00000
452024.11.07 07:00close220.100.662050.000000.0000076.609951.70
462024.11.07 18:00sell240.100.668520.000000.00000
472024.11.08 07:00buy250.100.665500.000000.00000
482024.11.08 07:00close230.100.665500.000000.00000-34.509917.20
492024.11.08 07:00close240.100.665500.000000.0000030.209947.40
502024.11.12 07:00buy260.100.655580.000000.00000
512024.11.12 21:00buy270.100.653220.000000.00000
522024.11.13 20:00buy280.100.648900.000000.00000
532024.11.18 21:00sell290.100.650840.000000.00000
542024.11.18 21:00close250.100.650840.000000.00000-146.609800.80
552024.11.18 21:00close270.100.650840.000000.00000-23.809777.00
562024.11.18 21:00close260.100.650840.000000.00000-47.409729.60
572024.11.18 21:00close280.100.650840.000000.0000019.409749.00
582024.11.19 13:00buy300.100.649790.000000.00000
592024.11.19 13:00close290.100.649790.000000.0000010.509759.50
602024.11.22 10:00buy310.100.650540.000000.00000
612024.11.25 03:00sell320.100.654410.000000.00000
622024.11.25 03:00close300.100.654410.000000.0000046.209805.70
632024.11.25 03:00close310.100.654410.000000.0000038.709844.40
642024.11.26 04:00buy330.100.646850.000000.00000
652024.11.26 04:00close320.100.646850.000000.0000075.609920.00
662024.11.29 07:00sell340.100.651590.000000.00000
672024.11.29 07:00close330.100.651590.000000.0000047.409967.40
682024.12.02 19:00buy350.100.645760.000000.00000
692024.12.02 19:00close340.100.645760.000000.0000058.3010025.70
702024.12.03 13:00sell360.100.648700.000000.00000
712024.12.03 13:00close350.100.648700.000000.0000029.4010055.10
722024.12.04 07:00buy370.100.643830.000000.00000
732024.12.04 07:00close360.100.643830.000000.0000048.7010103.80
742024.12.06 20:00buy380.100.637960.000000.00000
752024.12.09 13:00sell390.100.644490.000000.00000
762024.12.09 13:00close370.100.644490.000000.000006.6010110.40
772024.12.09 13:00close380.100.644490.000000.0000065.3010175.70
782024.12.10 07:00buy400.100.638530.000000.00000
792024.12.10 07:00close390.100.638530.000000.0000059.6010235.30
802024.12.10 20:00buy410.100.637410.000000.00000
812024.12.11 11:00buy420.100.635910.000000.00000
822024.12.12 05:00sell430.100.640560.000000.00000
832024.12.12 05:00close400.100.640560.000000.0000020.3010255.60
842024.12.12 05:00close420.100.640560.000000.0000046.5010302.10
852024.12.12 05:00close410.100.640560.000000.0000031.5010333.60
862024.12.13 16:00sell440.100.638010.000000.00000
872024.12.17 09:00buy450.100.634890.000000.00000
882024.12.17 09:00close430.100.634890.000000.0000056.7010390.30
892024.12.17 09:00close440.100.634890.000000.0000031.2010421.50
902024.12.18 08:00buy460.100.631400.000000.00000
912024.12.19 01:00buy470.100.621510.000000.00000
922024.12.20 21:00sell480.100.626100.000000.00000
932024.12.20 21:00close450.100.626100.000000.00000-87.9010333.60
942024.12.20 21:00close470.100.626100.000000.0000045.9010379.50
952024.12.20 21:00close460.100.626100.000000.00000-53.0010326.50
962024.12.23 17:00buy490.100.622960.000000.00000
972024.12.23 17:00close480.100.622960.000000.0000031.4010357.90
982024.12.27 09:00buy500.100.621900.000000.00000
992024.12.31 17:00buy510.100.619980.000000.00000
1002025.01.02 22:00buy520.100.619460.000000.00000
1012025.01.06 16:00sell530.100.628950.000000.00000
1022025.01.06 16:00close490.100.628950.000000.0000059.9010417.80
1032025.01.06 16:00close510.100.628950.000000.0000089.7010507.50
1042025.01.06 16:00close500.100.628950.000000.0000070.5010578.00
1052025.01.06 16:00close520.100.628950.000000.0000094.9010672.90
1062025.01.07 23:59close at stop530.100.623140.000000.0000058.1010731.00