There are several indicators in technical analysis for investors to make decisions on trading Futures. One that has grown in popularity is the Commodity Channel Index (CCI). The main objectives of this research are to make and compare a maximum profit on trading SET50 Index Futures by the CCI using two strategies (CCI crosses the 0-level and CCI overbought/oversold) and find the optimum parameters (periods of CCI) on trading in each time frame for each strategy. The CCI crosses the 0-level strategy generates signals when the CCI value crosses zero-line while the CCI overbought/oversold strategy generates signals when the CCI reaches the overbought (100) or oversold zone (-100). The SET50 Index Futures continuous series’ data (S50IF_CONOI) from March 5, 2019, to February 24, 2021, in each timeframe, including Opening, High, Low, Closing prices, and Volume, was collected for analysis. This research used 4 timeframes (10 minutes, 30 minutes, 60 minutes, and 1-day), and 3 periods of CCI (10, 15, and 20 periods) were computed in each timeframe to measure the momentum and oscillator for backtesting. The result showed that the CCI crosses the 0-level strategy was better than CCI overbought/oversold strategy. The overall of 20 periods CCI was better than 10 and 15 periods. The best combination of CCI periods, time frame, and strategy for trading SET50 Index Futures was 20 periods CCI crosses the 0-level strategy in 60 minutes time frame, which resulted in net profit of 570.70, %win of 33.93%, and max drawdown at -36.30, while the net profit for buy and hold on whole periods was -146.40.