TDZ5 30MIN (1715)

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TDZ5 30MIN (1715)

by william - January 19, 2024

ℹ️ All bots include fees of at least 0.04% and since march slippage is set to 13.

⚪️ Deep Backtest

☰ Note: Multiple Take Profits might enhance the appearance of results. Check the TradingView chart for clarity.

Live Trades Stats

0

Average Leverage

31

Number of Trades

12.79%

Cumulative Returns

80.65%

Win Rate

2024-01-19

🟠 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	398141.57	398.14	346317.28	346.32	51824.29	51.82
Gross Profit	1288200.67	1288.2	848123.51	848.12	440077.16	440.08
Gross Loss	890059.10	890.06	501806.23	501.81	388252.87	388.25
Max Run-up	493106.83	93.56
Max Drawdown	103781.72	68.64
Buy & Hold Return	689886.04	689.89
Sharpe Ratio	0.318
Sortino Ratio	0.509
Profit Factor	1.447		1.69		1.133
Max Contracts Held	90		88		90
Open PL	0	0
Commission Paid	326489.27		196671.04		129818.24
Total Closed Trades	985		577		408
Total Open Trades	0		0		0
Number Winning Trades	728		450		278
Number Losing Trades	257		127		130
Percent Profitable	73.91		77.99		68.14
Avg Trade	404.20	0.44	600.20	0.51	127.02	0.35
Avg Winning Trade	1769.51	0.85	1884.72	0.86	1583.01	0.83
Avg Losing Trade	3463.26	0.71	3951.23	0.74	2986.56	0.67
Ratio Avg Win / Avg Loss	0.511		0.477		0.53
Largest Winning Trade	23081.17	2.74	23081.17	2.69	18813.98	2.74
Largest Losing Trade	36773.50	5.25	32993.30	5.25	36773.50	3.12
Avg # Bars in Trades	16		14		19
Avg # Bars in Winning Trades	15		13		19
Avg # Bars in Losing Trades	18		17		19
Margin Calls	0		0		0

Waiting for file

SUM: -398.14

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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.