ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.
inactive davidec29 GannArbV5 btcusdt 1h 9.1 copy
⚪️ Deep Backtest
Live Trades Stats
0
Average Leverage
4
Number of Trades
-6.51%
Cumulative Returns
0%
Win Rate
2024-02-06
🟠 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 | 2217400.21 | 2217.4 | 950596.74 | 950.6 | 1266803.48 | 1266.8 |
Gross Profit | 3892670.60 | 3892.67 | 1307200.12 | 1307.2 | 2585470.48 | 2585.47 |
Gross Loss | 1675270.38 | 1675.27 | 356603.38 | 356.6 | 1318667.00 | 1318.67 |
Max Run-up | 2589873.17 | 96.29 | ||||
Max Drawdown | 348580.14 | 18.96 | ||||
Buy & Hold Return | 248.58 | 0.25 | ||||
Sharpe Ratio | 0.968 | |||||
Sortino Ratio | 4.419 | |||||
Profit Factor | 2.324 | 3.666 | 1.961 | |||
Max Contracts Held | 207 | 204 | 207 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 227418.67 | 66573.96 | 160844.71 | |||
Total Closed Trades | 91 | 24 | 67 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 62 | 17 | 45 | |||
Number Losing Trades | 29 | 7 | 22 | |||
Percent Profitable | 68.13 | 70.83 | 67.16 | |||
Avg Trade | 24367.04 | 1.3 | 39608.20 | 1.39 | 18907.51 | 1.27 |
Avg Winning Trade | 62785.01 | 2.7 | 76894.12 | 2.62 | 57454.90 | 2.73 |
Avg Losing Trade | 57767.94 | 1.69 | 50943.34 | 1.61 | 59939.41 | 1.72 |
Ratio Avg Win / Avg Loss | 1.087 | 1.509 | 0.959 | |||
Largest Winning Trade | 193041.02 | 3.82 | 193041.02 | 3.82 | 160839.55 | 3.82 |
Largest Losing Trade | 150709.00 | 2.68 | 99433.03 | 2.29 | 150709.00 | 2.68 |
Avg # Bars in Trades | 23 | 20 | 24 | |||
Avg # Bars in Winning Trades | 24 | 22 | 26 | |||
Avg # Bars in Losing Trades | 19 | 15 | 20 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1815708.84 | 1815.71 | 862438.32 | 862.44 | 953270.52 | 953.27 |
Gross Profit | 3892670.60 | 3892.67 | 1307200.12 | 1307.2 | 2585470.48 | 2585.47 |
Gross Loss | 2076961.75 | 2076.96 | 444761.79 | 444.76 | 1632199.96 | 1632.2 |
Max Run-up | 2589873.17 | 96.29 | ||||
Max Drawdown | 750271.51 | 28.14 | ||||
Buy & Hold Return | 58554.15 | 58.55 | ||||
Sharpe Ratio | 0.813 | |||||
Sortino Ratio | 3.008 | |||||
Profit Factor | 1.874 | 2.939 | 1.584 | |||
Max Contracts Held | 207 | 204 | 207 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 247337.66 | 71374.56 | 175963.10 | |||
Total Closed Trades | 95 | 25 | 70 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 62 | 17 | 45 | |||
Number Losing Trades | 33 | 8 | 25 | |||
Percent Profitable | 65.26 | 68 | 64.29 | |||
Avg Trade | 19112.72 | 1.18 | 34497.53 | 1.28 | 13618.15 | 1.14 |
Avg Winning Trade | 62785.01 | 2.7 | 76894.12 | 2.62 | 57454.90 | 2.73 |
Avg Losing Trade | 62938.23 | 1.69 | 55595.22 | 1.59 | 65288.00 | 1.72 |
Ratio Avg Win / Avg Loss | 0.998 | 1.383 | 0.88 | |||
Largest Winning Trade | 193041.02 | 3.82 | 193041.02 | 3.82 | 160839.55 | 3.82 |
Largest Losing Trade | 150709.00 | 2.68 | 99433.03 | 2.29 | 150709.00 | 2.68 |
Avg # Bars in Trades | 23 | 20 | 24 | |||
Avg # Bars in Winning Trades | 24 | 22 | 26 | |||
Avg # Bars in Losing Trades | 19 | 15 | 20 | |||
Margin Calls | 0 | 0 | 0 |