Overview
Net PnL by Strategy
ProfitLoss
Win Rate by Strategy
ATR 13%
100%
2
ATR 15%
100%
2
ATR 6%
85%
126
ATR 8%
84%
45
ATR 9%
83%
18
ATR 7%
81%
69
ATR 10%
80%
10
ATR 11%
80%
5
ATR 0.5%
78%
5023
ATR 4%
76%
376
ATR 5%
76%
205
ATR 3%
75%
674
ATR 1%
73%
2749
ATR 2%
71%
1284
ATR 1.5%
71%
1799
Strategy D2
58%
236
ATR 12%
50%
2
Strategy D1
49%
483
Strategy D
41%
531
Strategy D3
24%
72
| Strategies | Total Signals | Win Rate | Gross PnL | Commission | Net PnL | EV Gross | EV Net | Active |
|---|---|---|---|---|---|---|---|---|
| Strategy D | 531 | 41.1% | +198.87% | -53.10% | +145.77% | +0.37% | +0.27% | 0 |
| Strategy D1 | 483 | 48.7% | +188.93% | -48.30% | +140.63% | +0.39% | +0.29% | 0 |
| Strategy D2 | 236 | 58.1% | +95.65% | -23.60% | +72.05% | +0.41% | +0.31% | 0 |
| Strategy D3 | 72 | 23.6% | -39.58% | -7.20% | -46.78% | -0.55% | -0.65% | 3 |
| ATR 0.5% | 5023 | 77.7% | +1101.83% | -502.30% | +599.53% | +0.22% | +0.12% | 6 |
| ATR 1% | 2749 | 73.2% | +1036.15% | -274.90% | +761.25% | +0.38% | +0.28% | 5 |
| ATR 1.5% | 1799 | 70.8% | +929.54% | -179.90% | +749.64% | +0.52% | +0.42% | 3 |
| ATR 2% | 1284 | 71.2% | +854.77% | -128.40% | +726.37% | +0.67% | +0.57% | 2 |
| ATR 3% | 674 | 75.2% | +606.52% | -67.40% | +539.12% | +0.90% | +0.80% | 0 |
| ATR 4% | 376 | 76.3% | +456.13% | -37.60% | +418.53% | +1.21% | +1.11% | 0 |
| ATR 5% | 205 | 75.6% | +316.13% | -20.50% | +295.63% | +1.54% | +1.44% | 0 |
| ATR 6% | 126 | 84.9% | +243.85% | -12.60% | +231.25% | +1.94% | +1.84% | 0 |
| ATR 7% | 69 | 81.2% | +151.08% | -6.90% | +144.18% | +2.19% | +2.09% | 0 |
| ATR 8% | 45 | 84.4% | +133.62% | -4.50% | +129.12% | +2.97% | +2.87% | 0 |
| ATR 9% | 18 | 83.3% | +31.54% | -1.80% | +29.74% | +1.75% | +1.65% | 0 |
| ATR 10% | 10 | 80.0% | +22.94% | -1.00% | +21.94% | +2.29% | +2.19% | 0 |
| ATR 11% | 5 | 80.0% | +11.36% | -0.50% | +10.86% | +2.27% | +2.17% | 0 |
| ATR 12% | 2 | 50.0% | +7.99% | -0.20% | +7.79% | +4.00% | +3.90% | 0 |
| ATR 13% | 2 | 100.0% | +10.33% | -0.20% | +10.13% | +5.17% | +5.07% | 0 |
| ATR 15% | 2 | 100.0% | +15.31% | -0.20% | +15.11% | +7.65% | +7.55% | 0 |