Cointegration of currency pairs

I agree with leebsurag Aussie and Kiwi aren't cointegrated. They move together because big USD makes them dance. Try this dataset. It is CAC40 vs DAX daily.

I tested on the dataset that you shared with me. See below the equity curve:


The results for this strategy is:
Profit factor : 1.10
Winning Rate: 52.76 %
Sharpe Ratio: 0.03
Max Drawdown: -44.36 %

In fact I would like to apply this strategy for Forex Pairs and for minor timeframe < H1. Do you have any ideas?

Thanks

Have you a Matlab script for this strategy?