ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.
Stiff Momentum_SCUSDT.P_1h_Bybit_23.02.2024
⚪️ Deep Backtest
Live Trades Stats
0
Average Leverage
11
Number of Trades
21.96%
Cumulative Returns
63.64%
Win Rate
2024-02-23
🟠 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 | 16365.25 | 1636.52 | 15024.34 | 1502.43 | 1340.91 | 134.09 |
Gross Profit | 28532.19 | 2853.22 | 25721.03 | 2572.1 | 2811.16 | 281.12 |
Gross Loss | 12166.94 | 1216.69 | 10696.68 | 1069.67 | 1470.25 | 147.03 |
Max Run-up | 16830.08 | 96.92 | ||||
Max Drawdown | 2375.69 | 48.94 | ||||
Buy & Hold Return | 244.10 | 24.41 | ||||
Sharpe Ratio | 0.415 | |||||
Sortino Ratio | 1.99 | |||||
Profit Factor | 2.345 | 2.405 | 1.912 | |||
Max Contracts Held | 1272180 | 1272180 | 787960 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 716.56 | 594.81 | 121.75 | |||
Total Closed Trades | 206 | 144 | 62 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 104 | 64 | 40 | |||
Number Losing Trades | 102 | 80 | 22 | |||
Percent Profitable | 50.49 | 44.44 | 64.52 | |||
Avg Trade | 79.44 | 1.37 | 104.34 | 1.63 | 21.63 | 0.78 |
Avg Winning Trade | 274.35 | 6.42 | 401.89 | 8.44 | 70.28 | 3.19 |
Avg Losing Trade | 119.28 | 3.77 | 133.71 | 3.82 | 66.83 | 3.61 |
Ratio Avg Win / Avg Loss | 2.3 | 3.006 | 1.052 | |||
Largest Winning Trade | 2166.34 | 10.89 | 2166.34 | 10.89 | 744.17 | 10.17 |
Largest Losing Trade | 1349.28 | 9.45 | 1349.28 | 9.45 | 417.15 | 5.15 |
Avg # Bars in Trades | 24 | 27 | 17 | |||
Avg # Bars in Winning Trades | 24 | 30 | 15 | |||
Avg # Bars in Losing Trades | 24 | 25 | 21 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 15711.34 | 1571.13 | 13072.19 | 1307.22 | 2639.16 | 263.92 |
Gross Profit | 33010.27 | 3301.03 | 25721.03 | 2572.1 | 7289.25 | 728.92 |
Gross Loss | 17298.93 | 1729.89 | 12648.84 | 1264.88 | 4650.09 | 465.01 |
Max Run-up | 19649.92 | 97.35 | ||||
Max Drawdown | 4798.21 | 48.94 | ||||
Buy & Hold Return | -430.42 | -43.04 | ||||
Sharpe Ratio | 0.406 | |||||
Sortino Ratio | 1.916 | |||||
Profit Factor | 1.908 | 2.033 | 1.568 | |||
Max Contracts Held | 1901954 | 1901954 | 1762384 | |||
Open PL | 0 | 0 | ||||
Commission Paid | 900.29 | 639.41 | 260.88 | |||
Total Closed Trades | 215 | 146 | 69 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 109 | 64 | 45 | |||
Number Losing Trades | 106 | 82 | 24 | |||
Percent Profitable | 50.7 | 43.84 | 65.22 | |||
Avg Trade | 73.08 | 1.32 | 89.54 | 1.54 | 38.25 | 0.85 |
Avg Winning Trade | 302.85 | 6.38 | 401.89 | 8.44 | 161.98 | 3.45 |
Avg Losing Trade | 163.20 | 3.89 | 154.25 | 3.85 | 193.75 | 4.03 |
Ratio Avg Win / Avg Loss | 1.856 | 2.605 | 0.836 | |||
Largest Winning Trade | 2208.35 | 13.55 | 2166.34 | 10.89 | 2208.35 | 13.55 |
Largest Losing Trade | 2368.70 | 12.84 | 1349.28 | 9.45 | 2368.70 | 12.84 |
Avg # Bars in Trades | 23 | 27 | 16 | |||
Avg # Bars in Winning Trades | 23 | 30 | 14 | |||
Avg # Bars in Losing Trades | 24 | 25 | 20 | |||
Margin Calls | 0 | 0 | 0 |