Overview
Net PnL by Strategy
ProfitLoss
Win Rate by Strategy
ATR 13%
100%
1
ATR 15%
100%
1
ATR 0.5%
78%
1794
ATR 6%
77%
35
ATR 4%
77%
107
ATR 10%
75%
8
ATR 1%
74%
939
ATR 3%
74%
199
ATR 2%
74%
413
ATR 1.5%
73%
612
Strategy D
70%
27
ATR 5%
70%
56
Strategy D1
68%
47
Strategy D2
68%
47
ATR 7%
67%
21
ATR 11%
67%
3
ATR 9%
63%
8
ATR 8%
62%
13
Strategy D3
29%
41
ATR 12%
0%
1
| Strategies | Total Signals | Win Rate | Gross PnL | Commission | Net PnL | EV Gross | EV Net | Active |
|---|---|---|---|---|---|---|---|---|
| Strategy D | 27 | 70.4% | +41.52% | -2.70% | +38.82% | +1.54% | +1.44% | 0 |
| Strategy D1 | 47 | 68.1% | +34.06% | -4.70% | +29.36% | +0.72% | +0.62% | 0 |
| Strategy D2 | 47 | 68.1% | +39.76% | -4.70% | +35.06% | +0.85% | +0.75% | 0 |
| Strategy D3 | 41 | 29.3% | -10.09% | -4.10% | -14.19% | -0.25% | -0.35% | 3 |
| ATR 0.5% | 1794 | 77.6% | +434.17% | -179.40% | +254.77% | +0.24% | +0.14% | 18 |
| ATR 1% | 939 | 74.4% | +365.64% | -93.90% | +271.74% | +0.39% | +0.29% | 11 |
| ATR 1.5% | 612 | 73.4% | +341.09% | -61.20% | +279.89% | +0.56% | +0.46% | 5 |
| ATR 2% | 413 | 73.6% | +282.65% | -41.30% | +241.35% | +0.68% | +0.58% | 4 |
| ATR 3% | 199 | 74.4% | +167.96% | -19.90% | +148.06% | +0.84% | +0.74% | 2 |
| ATR 4% | 107 | 76.6% | +123.27% | -10.70% | +112.57% | +1.15% | +1.05% | 1 |
| ATR 5% | 56 | 69.6% | +75.98% | -5.60% | +70.38% | +1.36% | +1.26% | 0 |
| ATR 6% | 35 | 77.1% | +55.63% | -3.50% | +52.13% | +1.59% | +1.49% | 0 |
| ATR 7% | 21 | 66.7% | +30.04% | -2.10% | +27.94% | +1.43% | +1.33% | 0 |
| ATR 8% | 13 | 61.5% | +18.25% | -1.30% | +16.95% | +1.40% | +1.30% | 0 |
| ATR 9% | 8 | 62.5% | +7.83% | -0.80% | +7.03% | +0.98% | +0.88% | 0 |
| ATR 10% | 8 | 75.0% | +14.91% | -0.80% | +14.11% | +1.86% | +1.76% | 0 |
| ATR 11% | 3 | 66.7% | +1.55% | -0.30% | +1.25% | +0.52% | +0.42% | 0 |
| ATR 12% | 1 | 0.0% | -1.40% | -0.10% | -1.50% | -1.40% | -1.50% | 0 |
| ATR 13% | 1 | 100.0% | +0.07% | -0.10% | -0.03% | +0.07% | -0.03% | 0 |
| ATR 15% | 1 | 100.0% | +2.69% | -0.10% | +2.59% | +2.69% | +2.59% | 0 |