Gann Arbitrage copy Viper7

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Gann Arbitrage copy Viper7

by william - February 13, 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

1

Number of Trades

-2.68%

Cumulative Returns

0%

Win Rate

2024-02-07

🟠 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	91260.24	912.6	19885.79	198.86	71374.44	713.74
Gross Profit	159040.59	1590.41	42459.60	424.6	116580.99	1165.81
Gross Loss	67780.36	677.8	22573.81	225.74	45206.55	452.07
Max Run-up	92485.81	91.33
Max Drawdown	11771.98	30.86
Buy & Hold Return	-2078.13	-20.78
Sharpe Ratio	0.656
Sortino Ratio	1.689
Profit Factor	2.346		1.881		2.579
Max Contracts Held	14		14		12
Open PL	0	0
Commission Paid	8311.27		2405.09		5906.18
Total Closed Trades	67		22		45
Total Open Trades	0		0		0
Number Winning Trades	41		10		31
Number Losing Trades	26		12		14
Percent Profitable	61.19		45.45		68.89
Avg Trade	1362.09	0.67	903.90	0.1	1586.10	0.94
Avg Winning Trade	3879.04	2.35	4245.96	2.56	3760.68	2.29
Avg Losing Trade	2606.94	1.99	1881.15	1.94	3229.04	2.04
Ratio Avg Win / Avg Loss	1.488		2.257		1.165
Largest Winning Trade	15177.87	3.3	15177.87	3.3	10231.12	3.3
Largest Losing Trade	7942.44	2.68	3875.06	2.68	7942.44	2.68
Avg # Bars in Trades	22		18		25
Avg # Bars in Winning Trades	25		15		28
Avg # Bars in Losing Trades	18		20		17
Margin Calls	0		0		0

	All USD	All %	Long USD	Long %	Short USD	Short %
Net Profit	83901.29	839.01	12526.84	125.27	71374.44	713.74
Gross Profit	159040.59	1590.41	42459.60	424.6	116580.99	1165.81
Gross Loss	75139.31	751.39	29932.76	299.33	45206.55	452.07
Max Run-up	97614.21	91.75
Max Drawdown	11771.98	30.86
Buy & Hold Return	2386.71	23.87
Sharpe Ratio	0.612
Sortino Ratio	1.562
Profit Factor	2.117		1.418		2.579
Max Contracts Held	14		14		12
Open PL	0	0
Commission Paid	8528.25		2622.07		5906.18
Total Closed Trades	68		23		45
Total Open Trades	0		0		0
Number Winning Trades	41		10		31
Number Losing Trades	27		13		14
Percent Profitable	60.29		43.48		68.89
Avg Trade	1233.84	0.62	544.65	-0.02	1586.10	0.94
Avg Winning Trade	3879.04	2.35	4245.96	2.56	3760.68	2.29
Avg Losing Trade	2782.94	2.02	2302.52	2	3229.04	2.04
Ratio Avg Win / Avg Loss	1.394		1.844		1.165
Largest Winning Trade	15177.87	3.3	15177.87	3.3	10231.12	3.3
Largest Losing Trade	7942.44	2.68	7358.95	2.68	7942.44	2.68
Avg # Bars in Trades	22		17		25
Avg # Bars in Winning Trades	25		15		28
Avg # Bars in Losing Trades	18		19		17
Margin Calls	0		0		0

SUM: -1.1

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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.