● Live
🚀 Gann Arbitrage [v5] by @DaviddTech 🤖 [16808292]
🛡️ GANNARBV5 BTCUSDT 1H
Trading Pair
BTC
Base Currency
Performance Overview
Total Return
Primary
1160.1%
Net Profit Performance
Win Rate
Success
60.95%
Trade Success Ratio
Max Drawdown
Risk
🔒
Risk Control
Profit Factor
Efficiency
1.397
Risk-Reward Ratio
Incubation Delta
Live
-1057.3%
Live vs Backtest
Total Trades
Volume
105
Executed Trades
Equity Curve Analysis
Performance comparison between backtest and live trading results
Backtest Performance
Live Trading
First Trade
N/A
0
Days
105
Trades
Last Trade
N/A
All backtests include realistic trading fees and slippage
Strategy Analysis & Data
Comprehensive performance metrics and detailed analysis
Performance Metrics
Detailed trading performance analysis and key metrics
Trades per Day
Key Performance Metrics
- First Traded Date: N/A
- Sharpe Ratio: 0.58
- Sortino Ratio: 1.63
- Calmar: 0.00
- Longest DD Days: 0.00
- Volatility: 0.00
- Skew: 0.00
- Kurtosis: 0.00
- Expected Daily: 0.00
- Expected Monthly: 0.00
- Expected Yearly: 0.00
- Kelly Criterion: 0.00
- Daily Value-at-Risk: 0.00
- Expected Shortfall (cVaR): 0.00
- Last Trade Date:
- Max Consecutive Wins: 0
- Number Winning Trades 64
- Max Consecutive Losses: 0
- Number Losing Trades: 41
Trade Analysis
Individual trade breakdown and analysis
List of Trades
Key : Pink Background = Live Trades | Black Background = Backtest Trades
Monthly Profit & Loss
Monthly performance breakdown with profit/loss indicators
Standard Monthly Profit
This shows the total profits or losses of the strategy after closing a trade and the percentage gain or loss of the strategy over time.
Incubation Period
Live Trading
| Year/Month | January | February | March | April | May | June | July | August | September | October | November | December |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.70% | 2.99% | 3.35% | 1.97% | 4.35% | 5.35% | 4.70% | 4.45% | 0.00% | 0.00% | 0.00% | Login to see results |
| 2023 | 3.80% | 3.02% | 3.39% | 0.53% | 4.25% | 1.82% | 3.79% | 2.82% | 0.32% | 1.68% | 6.63% | 1.61% |
| 2022 | 8.18% | 2.94% | 4.91% | 1.94% | 3.74% | 1.42% | 5.55% | 8.28% | 5.39% | 1.52% | 2.06% | 1.24% |
| 2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.79% | 2.69% | 3.91% | 3.54% |
Live Trading Statistics
Real-time trading performance and statistics
Live Trades Stats
14
Number of Trades
27.16%
Cumulative Returns
14.29%
Win Rate
2024-02-06
🟠 Incubation started
🛡️
7 Days
0%
30 Days
0%
60 Days
0%
90 Days
Strategy Audit & Screenshots
Visual verification of strategy performance with TradingView screenshots
| All USD | All % | Long USD | Long % | Short USD | Short % | |
|---|---|---|---|---|---|---|
| Net Profit | 2,217,400.21 USD | 2,217.40 | 950,596.74 USD | 950.60 | 1,266,803.48 USD | 1,266.80 |
| Gross Profit | 3,892,670.60 | 3,892.67 | 1,307,200.12 | 1,307.20 | 2,585,470.48 | 2,585.47 |
| Gross Loss | 1,675,270.38 | 1,675.27 | 356,603.38 | 356.60 | 1,318,667.00 | 1,318.67 |
| Max Run-up | 2,589,873.17 | 96.29 | ||||
| Max Drawdown | 348,580.14 | 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 | 0.00 | ||||
| Commission Paid | 227,418.67 | 66,573.96 | 160,844.71 | |||
| 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 | 24,367.04 | 1.30 | 39,608.20 | 1.39 | 18,907.51 | 1.27 |
| Avg Winning Trade | 62,785.01 | 2.70 | 76,894.12 | 2.62 | 57,454.90 | 2.73 |
| Avg Losing Trade | 57,767.94 | 1.69 | 50,943.34 | 1.61 | 59,939.41 | 1.72 |
| Ratio Avg Win / Avg Loss | 1.087 | 1.509 | 0.959 | |||
| Largest Winning Trade | 193,041.02 | 3.82 | 193,041.02 | 3.82 | 160,839.55 | 3.82 |
| Largest Losing Trade | 150,709.00 | 2.68 | 99,433.03 | 2.29 | 150,709.00 | 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 | 1,160,103.15 USD | 1,160.10 | 665,378.16 USD | 665.38 | 494,724.98 USD | 494.72 |
| Gross Profit | 4,084,867.98 | 4,084.87 | 1,307,200.12 | 1,307.20 | 2,777,667.87 | 2,777.67 |
| Gross Loss | 2,924,764.84 | 2,924.76 | 641,821.95 | 641.82 | 2,282,942.88 | 2,282.94 |
| Max Run-up | 2,589,873.17 | 96.29 | ||||
| Max Drawdown | 1,432,429.98 | 53.73 | ||||
| Buy & Hold Return | 36,474.37 | 36.47 | ||||
| Sharpe Ratio | 0.577 | |||||
| Sortino Ratio | 1.63 | |||||
| Profit Factor | 1.397 | 2.037 | 1.217 | |||
| Max Contracts Held | 207 | 204 | 207 | |||
| Open PL | 0 | 0.00 | ||||
| Commission Paid | 285,009.92 | 78,879.08 | 206,130.84 | |||
| Total Closed Trades | 105 | 27 | 78 | |||
| Total Open Trades | 0 | 0 | 0 | |||
| Number Winning Trades | 64 | 17 | 47 | |||
| Number Losing Trades | 41 | 10 | 31 | |||
| Percent Profitable | 60.95 | 62.96 | 60.26 | |||
| Avg Trade | 11,048.60 | 0.93 | 24,643.64 | 1.03 | 6,342.63 | 0.90 |
| Avg Winning Trade | 63,826.06 | 2.68 | 76,894.12 | 2.62 | 59,099.32 | 2.71 |
| Avg Losing Trade | 71,335.73 | 1.80 | 64,182.20 | 1.69 | 73,643.32 | 1.84 |
| Ratio Avg Win / Avg Loss | 0.895 | 1.198 | 0.803 | |||
| Largest Winning Trade | 193,041.02 | 3.82 | 193,041.02 | 3.82 | 160,839.55 | 3.82 |
| Largest Losing Trade | 150,709.00 | 3.77 | 99,923.32 | 2.29 | 150,709.00 | 3.77 |
| Avg # Bars in Trades | 24 | 20 | 26 | |||
| Avg # Bars in Winning Trades | 26 | 22 | 27 | |||
| Avg # Bars in Losing Trades | 22 | 18 | 23 | |||
| Margin Calls | 0 | 0 | 0 |
TradingView Screenshots
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