ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.
inactive Ex7 gannarb ES1! 1h 3.1 copy
⚪️ Deep Backtest
Live Trades Stats
0
Average Leverage
1
Number of Trades
-0.56%
Cumulative Returns
0%
Win Rate
2024-01-03
🟠 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 | 108928.00 | 10.89 | 73498.00 | 7.35 | 35430.00 | 3.54 |
Gross Profit | 172152.50 | 17.22 | 111945.50 | 11.19 | 60207.00 | 6.02 |
Gross Loss | 63224.50 | 6.32 | 38447.50 | 3.84 | 24777.00 | 2.48 |
Max Run-up | 143498.50 | 12.79 | ||||
Max Drawdown | 24496.50 | 2.45 | ||||
Buy & Hold Return | 127950.00 | 12.8 | ||||
Sharpe Ratio | 0.329 | |||||
Sortino Ratio | 0.627 | |||||
Profit Factor | 2.723 | 2.912 | 2.43 | |||
Max Contracts Held | 8 | 8 | 7 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 872.00 | 552.00 | 320.00 | |||
Total Closed Trades | 16 | 10 | 6 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 10 | 7 | 3 | |||
Number Losing Trades | 6 | 3 | 3 | |||
Percent Profitable | 62.5 | 70 | 50 | |||
Avg Trade | 6808.00 | 0.48 | 7349.80 | 0.52 | 5905.00 | 0.4 |
Avg Winning Trade | 17215.25 | 1.22 | 15992.21 | 1.14 | 20069.00 | 1.42 |
Avg Losing Trade | 10537.42 | 0.76 | 12815.83 | 0.9 | 8259.00 | 0.62 |
Ratio Avg Win / Avg Loss | 1.634 | 1.248 | 2.43 | |||
Largest Winning Trade | 23044.00 | 1.75 | 23044.00 | 1.75 | 21031.50 | 1.57 |
Largest Losing Trade | 21843.50 | 1.51 | 21843.50 | 1.51 | 9048.00 | 0.69 |
Avg # Bars in Trades | 25 | 24 | 26 | |||
Avg # Bars in Winning Trades | 28 | 23 | 37 | |||
Avg # Bars in Losing Trades | 20 | 25 | 15 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 101763.00 | 10.18 | 73498.00 | 7.35 | 28265.00 | 2.83 |
Gross Profit | 172152.50 | 17.22 | 111945.50 | 11.19 | 60207.00 | 6.02 |
Gross Loss | 70389.50 | 7.04 | 38447.50 | 3.84 | 31942.00 | 3.19 |
Max Run-up | 143498.50 | 12.79 | ||||
Max Drawdown | 24496.50 | 2.45 | ||||
Buy & Hold Return | 207950.00 | 20.8 | ||||
Sharpe Ratio | 0.237 | |||||
Sortino Ratio | 0.447 | |||||
Profit Factor | 2.446 | 2.912 | 1.885 | |||
Max Contracts Held | 8 | 8 | 7 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 912.00 | 552.00 | 360.00 | |||
Total Closed Trades | 17 | 10 | 7 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 10 | 7 | 3 | |||
Number Losing Trades | 7 | 3 | 4 | |||
Percent Profitable | 58.82 | 70 | 42.86 | |||
Avg Trade | 5986.06 | 0.42 | 7349.80 | 0.52 | 4037.86 | 0.27 |
Avg Winning Trade | 17215.25 | 1.22 | 15992.21 | 1.14 | 20069.00 | 1.42 |
Avg Losing Trade | 10055.64 | 0.73 | 12815.83 | 0.9 | 7985.50 | 0.6 |
Ratio Avg Win / Avg Loss | 1.712 | 1.248 | 2.513 | |||
Largest Winning Trade | 23044.00 | 1.75 | 23044.00 | 1.75 | 21031.50 | 1.57 |
Largest Losing Trade | 21843.50 | 1.51 | 21843.50 | 1.51 | 9048.00 | 0.69 |
Avg # Bars in Trades | 23 | 24 | 23 | |||
Avg # Bars in Winning Trades | 28 | 23 | 37 | |||
Avg # Bars in Losing Trades | 18 | 25 | 13 | |||
Margin Calls | 0 | 0 | 0 |