Overview

All Today Yesterday Week Month
All LONG SHORT
Total Signals
2550
Win Rate
65.6%
Net PnL (w/ commission)
+460.10%
Active
13
Net PnL by Strategy
Strategy D: -13.82% (26W/53L)
Strategy D1: -30.78% (30W/57L)
Strategy D2: +113.11% (57W/30L)
Strategy D3: -75.32% (13W/60L)
ATR 0.5%: -216.68% (426W/138L)
ATR 1%: -164.03% (239W/116L)
ATR 1.5%: -129.45% (171W/94L)
ATR 2%: -94.35% (139W/78L)
ATR 3%: -42.66% (95W/64L)
ATR 4%: -1.06% (74W/49L)
ATR 5%: +36.44% (61W/37L)
ATR 6%: +103.18% (59W/30L)
ATR 7%: +134.65% (53W/24L)
ATR 8%: +156.60% (49W/17L)
ATR 9%: +152.67% (47W/9L)
ATR 10%: +146.28% (40W/7L)
ATR 11%: +131.76% (33W/6L)
ATR 12%: +107.98% (27W/3L)
ATR 13%: +95.67% (22W/3L)
ATR 15%: +49.90% (11W/3L)
ProfitLoss
Win Rate by Strategy
ATR 12%
90% 30 ATR 13%
88% 25 ATR 10%
85% 47 ATR 11%
85% 39 ATR 9%
84% 56 ATR 15%
79% 14 ATR 0.5%
76% 564 ATR 8%
74% 66 ATR 7%
69% 77 ATR 1%
67% 355 ATR 6%
66% 89 Strategy D2
66% 87 ATR 1.5%
65% 265 ATR 2%
64% 217 ATR 5%
62% 98 ATR 4%
60% 123 ATR 3%
60% 159 Strategy D1
34% 87 Strategy D
33% 79 Strategy D3
18% 73
Strategies Total Signals Win Rate Gross PnL Commission Net PnL EV Gross EV Net Active
Strategy D 79 32.9% -5.92% -7.90% -13.82% -0.07% -0.17% 0
Strategy D1 87 34.5% -22.08% -8.70% -30.78% -0.25% -0.35% 0
Strategy D2 87 65.5% +121.81% -8.70% +113.11% +1.40% +1.30% 0
Strategy D3 73 17.8% -68.02% -7.30% -75.32% -0.93% -1.03% 4
ATR 0.5% 564 75.5% -160.28% -56.40% -216.68% -0.28% -0.38% 3
ATR 1% 355 67.3% -128.53% -35.50% -164.03% -0.36% -0.46% 2
ATR 1.5% 265 64.5% -102.95% -26.50% -129.45% -0.39% -0.49% 2
ATR 2% 217 64.1% -72.65% -21.70% -94.35% -0.33% -0.43% 2
ATR 3% 159 59.7% -26.76% -15.90% -42.66% -0.17% -0.27% 0
ATR 4% 123 60.2% +11.24% -12.30% -1.06% +0.09% -0.01% 0
ATR 5% 98 62.2% +46.24% -9.80% +36.44% +0.47% +0.37% 0
ATR 6% 89 66.3% +112.08% -8.90% +103.18% +1.26% +1.16% 0
ATR 7% 77 68.8% +142.35% -7.70% +134.65% +1.85% +1.75% 0
ATR 8% 66 74.2% +163.20% -6.60% +156.60% +2.47% +2.37% 0
ATR 9% 56 83.9% +158.27% -5.60% +152.67% +2.83% +2.73% 0
ATR 10% 47 85.1% +150.98% -4.70% +146.28% +3.21% +3.11% 0
ATR 11% 39 84.6% +135.66% -3.90% +131.76% +3.48% +3.38% 0
ATR 12% 30 90.0% +110.98% -3.00% +107.98% +3.70% +3.60% 0
ATR 13% 25 88.0% +98.17% -2.50% +95.67% +3.93% +3.83% 0
ATR 15% 14 78.6% +51.30% -1.40% +49.90% +3.66% +3.56% 0