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It's about being playful. You display a ton of confidence by teasing a girl and set yourself a part from most other guys at the same time. As long as you don't over do it, being cocky and funny is pure gold. You're really just flirting with her.
David D. says you're doing it right if she's smiling, laughing and giving you that shocked "I can't believe you just said that" face -- or just straight up saying that. You're simply not being cocky and funny if you don't get that reaction. Just remember to be playful.
What do you consider overdoing it?
Can you give an example where you gave a good C/F response? What she said and how you turned around and replied in a cocky fashion.