Overview

All Today Yesterday Week Month
All LONG SHORT
Total Signals
5695
Win Rate
63.8%
Net PnL (w/ commission)
-1190.08%
Active
3
Net PnL by Strategy
Strategy D: -66.69% (56W/94L)
Strategy D1: -91.83% (64W/101L)
Strategy D2: +36.62% (96W/69L)
Strategy D3: -142.02% (25W/117L)
ATR 0.5%: -489.77% (1212W/433L)
ATR 1%: -391.70% (615W/304L)
ATR 1.5%: -358.88% (384W/230L)
ATR 2%: -288.80% (295W/182L)
ATR 3%: -208.08% (168W/136L)
ATR 4%: -127.95% (119W/105L)
ATR 5%: -62.22% (93W/82L)
ATR 6%: +41.41% (92W/60L)
ATR 7%: +100.46% (84W/45L)
ATR 8%: +149.84% (77W/34L)
ATR 9%: +146.58% (67W/21L)
ATR 10%: +147.43% (56W/16L)
ATR 11%: +133.35% (47W/11L)
ATR 12%: +118.94% (38W/8L)
ATR 13%: +109.40% (31W/7L)
ATR 15%: +53.82% (14W/7L)
ProfitLoss
Win Rate by Strategy
ATR 12%
83% 46 ATR 13%
82% 38 ATR 11%
81% 58 ATR 10%
78% 72 ATR 9%
76% 88 ATR 0.5%
74% 1645 ATR 8%
69% 111 ATR 1%
67% 919 ATR 15%
67% 21 ATR 7%
65% 129 ATR 1.5%
63% 614 ATR 2%
62% 477 ATR 6%
61% 152 Strategy D2
58% 165 ATR 3%
55% 304 ATR 5%
53% 175 ATR 4%
53% 224 Strategy D1
39% 165 Strategy D
37% 150 Strategy D3
18% 142
Strategies Total Signals Win Rate Gross PnL Commission Net PnL EV Gross EV Net Active
Strategy D 150 37.3% -51.69% -15.00% -66.69% -0.34% -0.44% 0
Strategy D1 165 38.8% -75.33% -16.50% -91.83% -0.46% -0.56% 0
Strategy D2 165 58.2% +53.12% -16.50% +36.62% +0.32% +0.22% 0
Strategy D3 142 17.6% -127.82% -14.20% -142.02% -0.90% -1.00% 3
ATR 0.5% 1645 73.7% -325.27% -164.50% -489.77% -0.20% -0.30% 0
ATR 1% 919 66.9% -299.80% -91.90% -391.70% -0.33% -0.43% 0
ATR 1.5% 614 62.5% -297.48% -61.40% -358.88% -0.48% -0.58% 0
ATR 2% 477 61.8% -241.10% -47.70% -288.80% -0.51% -0.61% 0
ATR 3% 304 55.3% -177.68% -30.40% -208.08% -0.58% -0.68% 0
ATR 4% 224 53.1% -105.55% -22.40% -127.95% -0.47% -0.57% 0
ATR 5% 175 53.1% -44.72% -17.50% -62.22% -0.26% -0.36% 0
ATR 6% 152 60.5% +56.61% -15.20% +41.41% +0.37% +0.27% 0
ATR 7% 129 65.1% +113.36% -12.90% +100.46% +0.88% +0.78% 0
ATR 8% 111 69.4% +160.94% -11.10% +149.84% +1.45% +1.35% 0
ATR 9% 88 76.1% +155.38% -8.80% +146.58% +1.77% +1.67% 0
ATR 10% 72 77.8% +154.63% -7.20% +147.43% +2.15% +2.05% 0
ATR 11% 58 81.0% +139.15% -5.80% +133.35% +2.40% +2.30% 0
ATR 12% 46 82.6% +123.54% -4.60% +118.94% +2.69% +2.59% 0
ATR 13% 38 81.6% +113.20% -3.80% +109.40% +2.98% +2.88% 0
ATR 15% 21 66.7% +55.92% -2.10% +53.82% +2.66% +2.56% 0