Gann Arbitrage v5 Igorek copy

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Gann Arbitrage v5 Igorek copy

by william - February 14, 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

-4.09%

Cumulative Returns

0%

Win Rate

2024-02-14

🟠 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	6336.72	633.67	5680.45	568.05	656.27	65.63
Gross Profit	8193.79	819.38	6320.78	632.08	1873.01	187.3
Gross Loss	1857.07	185.71	640.33	64.03	1216.74	121.67
Max Run-up	7846.57	88.7
Max Drawdown	661.89	18.76
Buy & Hold Return	88.95	8.89
Sharpe Ratio	0.367
Sortino Ratio	3.671
Profit Factor	4.412		9.871		1.539
Max Contracts Held	0		0		0
Open PL	0	0
Commission Paid	431.74		193.60		238.14
Total Closed Trades	58		20		38
Total Open Trades	0		0		0
Number Winning Trades	30		13		17
Number Losing Trades	28		7		21
Percent Profitable	51.72		65		44.74
Avg Trade	109.25	1.86	284.02	3.47	17.27	1.01
Avg Winning Trade	273.13	4.77	486.21	6.08	110.18	3.76
Avg Losing Trade	66.32	1.26	91.48	1.38	57.94	1.22
Ratio Avg Win / Avg Loss	4.118		5.315		1.902
Largest Winning Trade	3227.94	26.31	3227.94	26.31	496.07	11.33
Largest Losing Trade	276.33	4.13	276.33	3.94	219.07	4.13
Avg # Bars in Trades	53		69		44
Avg # Bars in Winning Trades	66		73		61
Avg # Bars in Losing Trades	39		61		31
Margin Calls	0		0		0

	All USD	All %	Long USD	Long %	Short USD	Short %
Net Profit	5737.41	573.74	5680.45	568.05	56.96	5.7
Gross Profit	8193.79	819.38	6320.78	632.08	1873.01	187.3
Gross Loss	2456.38	245.64	640.33	64.03	1816.05	181.6
Max Run-up	7846.57	88.7
Max Drawdown	864.62	18.76
Buy & Hold Return	415.70	41.57
Sharpe Ratio	0.346
Sortino Ratio	2.907
Profit Factor	3.336		9.871		1.031
Max Contracts Held	0		0		0
Open PL	0	0
Commission Paid	454.14		193.60		260.54
Total Closed Trades	59		20		39
Total Open Trades	0		0		0
Number Winning Trades	30		13		17
Number Losing Trades	29		7		22
Percent Profitable	50.85		65		43.59
Avg Trade	97.24	1.76	284.02	3.47	1.46	0.88
Avg Winning Trade	273.13	4.77	486.21	6.08	110.18	3.76
Avg Losing Trade	84.70	1.36	91.48	1.38	82.55	1.35
Ratio Avg Win / Avg Loss	3.225		5.315		1.335
Largest Winning Trade	3227.94	26.31	3227.94	26.31	496.07	11.33
Largest Losing Trade	599.31	4.13	276.33	3.94	599.31	4.13
Avg # Bars in Trades	53		69		44
Avg # Bars in Winning Trades	66		73		61
Avg # Bars in Losing Trades	39		61		31
Margin Calls	0		0		0

SUM: -59.93

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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.