ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.
BTC LNL Trend System [Share] copy ex7777777
⚪️ Deep Backtest
Live Trades Stats
0
Average Leverage
11
Number of Trades
0.35%
Cumulative Returns
63.64%
Win Rate
2024-02-21
🟠 Incubation started
0%
7 Days
0%
30 Days
0%
90 Days
Cumulative Returns (live trading)
Trades
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 55444.34 | 55.44 | 25228.77 | 25.23 | 30215.57 | 30.22 |
Gross Profit | 152819.08 | 152.82 | 68310.17 | 68.31 | 84508.91 | 84.51 |
Gross Loss | 97374.73 | 97.37 | 43081.40 | 43.08 | 54293.33 | 54.29 |
Max Run-up | 55975.55 | 36.01 | ||||
Max Drawdown | 6603.05 | 5.53 | ||||
Buy & Hold Return | 430620.96 | 430.62 | ||||
Sharpe Ratio | 0.491 | |||||
Sortino Ratio | 1.106 | |||||
Profit Factor | 1.569 | 1.586 | 1.557 | |||
Max Contracts Held | 4 | 3 | 4 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 2428.88 | 1187.65 | 1241.23 | |||
Total Closed Trades | 535 | 264 | 271 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 355 | 180 | 175 | |||
Number Losing Trades | 180 | 84 | 96 | |||
Percent Profitable | 66.36 | 68.18 | 64.58 | |||
Avg Trade | 103.63 | 0.51 | 95.56 | 0.48 | 111.50 | 0.55 |
Avg Winning Trade | 430.48 | 2.15 | 379.50 | 1.89 | 482.91 | 2.42 |
Avg Losing Trade | 540.97 | 2.71 | 512.87 | 2.55 | 565.56 | 2.85 |
Ratio Avg Win / Avg Loss | 0.796 | 0.74 | 0.854 | |||
Largest Winning Trade | 2494.89 | 11.87 | 1147.16 | 5.77 | 2494.89 | 11.87 |
Largest Losing Trade | 2030.82 | 11.03 | 1521.47 | 7.47 | 2030.82 | 11.03 |
Avg # Bars in Trades | 16 | 15 | 17 | |||
Avg # Bars in Winning Trades | 15 | 14 | 15 | |||
Avg # Bars in Losing Trades | 19 | 17 | 21 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 55563.34 | 55.56 | 26956.36 | 26.96 | 28606.98 | 28.61 |
Gross Profit | 155672.98 | 155.67 | 71164.08 | 71.16 | 84508.91 | 84.51 |
Gross Loss | 100109.64 | 100.11 | 44207.71 | 44.21 | 55901.93 | 55.9 |
Max Run-up | 58620.01 | 37.08 | ||||
Max Drawdown | 6603.05 | 5.53 | ||||
Buy & Hold Return | 602686.62 | 602.69 | ||||
Sharpe Ratio | 0.479 | |||||
Sortino Ratio | 1.079 | |||||
Profit Factor | 1.555 | 1.61 | 1.512 | |||
Max Contracts Held | 4 | 3 | 4 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 2442.83 | 1199.22 | 1243.61 | |||
Total Closed Trades | 546 | 273 | 273 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 362 | 187 | 175 | |||
Number Losing Trades | 184 | 86 | 98 | |||
Percent Profitable | 66.3 | 68.5 | 64.1 | |||
Avg Trade | 101.76 | 0.51 | 98.74 | 0.49 | 104.79 | 0.52 |
Avg Winning Trade | 430.04 | 2.15 | 380.56 | 1.89 | 482.91 | 2.42 |
Avg Losing Trade | 544.07 | 2.72 | 514.04 | 2.55 | 570.43 | 2.87 |
Ratio Avg Win / Avg Loss | 0.79 | 0.74 | 0.847 | |||
Largest Winning Trade | 2494.89 | 11.87 | 1147.16 | 5.77 | 2494.89 | 11.87 |
Largest Losing Trade | 2030.82 | 11.03 | 1521.47 | 7.47 | 2030.82 | 11.03 |
Avg # Bars in Trades | 16 | 15 | 17 | |||
Avg # Bars in Winning Trades | 15 | 14 | 15 | |||
Avg # Bars in Losing Trades | 19 | 17 | 21 | |||
Margin Calls | 0 | 0 | 0 |