I dont trust the backtesting, I made it trading live. I run it on a 1 hour chart EUR/USD with the default settings. For now it has made one trade on January 7th and it is a current profit of 77 pips. It should close when CCI recrosses the 0 bar.
Make sure its a 1 hour chart your running it on and that you are not trying to backtest it.
The backtests on there are completely false, they make outrageous losses that never excited. Most of the losses with CCI with or even out, or lose about 10 pips.
I will be posting my activity log for a whole month to show the results.
Have a good day