🚨 FVMA ZERO LAG (1723)

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🚨 FVMA ZERO LAG (1723)

by william - January 23, 2024

ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.

⚪️ Deep Backtest

Live Trades Stats

0

Average Leverage

7

Number of Trades

3.31%

Cumulative Returns

71.43%

Win Rate

2024-01-23

🟠 Incubation started

0%

7 Days

0%

30 Days

0%

90 Days

Cumulative Returns (live trading)

	All USD	All %	Long USD	Long %	Short USD	Short %
Net Profit	1645411.74	1645.41	910569.58	910.57	734842.16	734.84
Gross Profit	3424095.42	3424.1	1826569.18	1826.57	1597526.24	1597.53
Gross Loss	1778683.68	1778.68	915999.60	916	862684.08	862.68
Max Run-up	2143124.48	95.82
Max Drawdown	474615.84	21.72
Buy & Hold Return	462988.04	462.99
Sharpe Ratio	0.741
Sortino Ratio	2.376
Profit Factor	1.925		1.994		1.852
Max Contracts Held	119		112		119
Open PL	-3693.20	-0.21
Commission Paid	272163.81		124733.35		147430.46
Total Closed Trades	221		104		117
Total Open Trades	1		0		1
Number Winning Trades	156		76		80
Number Losing Trades	65		28		37
Percent Profitable	70.59		73.08		68.38
Avg Trade	7445.30	0.91	8755.48	1.04	6280.70	0.79
Avg Winning Trade	21949.33	2.23	24033.80	2.37	19969.08	2.09
Avg Losing Trade	27364.36	2.26	32714.27	2.56	23315.79	2.03
Ratio Avg Win / Avg Loss	0.802		0.735		0.856
Largest Winning Trade	143091.08	6.15	107759.48	5.42	143091.08	6.15
Largest Losing Trade	114025.34	7.19	114025.34	7.19	75760.65	4.14
Avg # Bars in Trades	14		16		11
Avg # Bars in Winning Trades	14		17		10
Avg # Bars in Losing Trades	14		14		13
Margin Calls	0		0		0

	All USD	All %	Long USD	Long %	Short USD	Short %
Net Profit	1732111.67	1732.11	1013128.51	1013.13	718983.17	718.98
Gross Profit	3636461.07	3636.46	1993509.92	1993.51	1642951.15	1642.95
Gross Loss	1904349.40	1904.35	980381.41	980.38	923967.98	923.97
Max Run-up	2143124.48	95.82
Max Drawdown	474615.84	21.72
Buy & Hold Return	851134.62	851.13
Sharpe Ratio	0.743
Sortino Ratio	2.349
Profit Factor	1.91		2.033		1.778
Max Contracts Held	119		112		119
Open PL	0	0
Commission Paid	289603.72		138224.72		151379.00
Total Closed Trades	228		109		119
Total Open Trades	0		0		0
Number Winning Trades	161		80		81
Number Losing Trades	67		29		38
Percent Profitable	70.61		73.39		68.07
Avg Trade	7596.98	0.89	9294.76	1.03	6041.88	0.77
Avg Winning Trade	22586.71	2.21	24918.87	2.33	20283.35	2.09
Avg Losing Trade	28423.13	2.26	33806.26	2.55	24314.95	2.04
Ratio Avg Win / Avg Loss	0.795		0.737		0.834
Largest Winning Trade	143091.08	6.15	107759.48	5.42	143091.08	6.15
Largest Losing Trade	114025.34	7.19	114025.34	7.19	75760.65	4.14
Avg # Bars in Trades	14		16		11
Avg # Bars in Winning Trades	13		16		10
Avg # Bars in Losing Trades	14		15		13
Margin Calls	0		0		0

SUM: 86.7

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Disclaimer: The performance outcomes presented on davidd.tech are theoretical and subject to many limitations. It should not be assumed that any accounts will or can replicate the profits or losses similar to those depicted. Theoretical performance is often created looking back, which does not account for all the variables that can impact trading outcomes. Various market dynamics or the execution of specific trading strategies may introduce discrepancies that are not reflected in these theoretical results, potentially influencing actual trading negatively. Historical success does not guarantee future returns. Market conditions evolve, suggesting that the effectiveness of these strategies may diminish over time, necessitating new approaches. Additionally, performance can vary significantly among different brokers, and there is no expectation for backtested results to align precisely with actual market performance.