Обзор
Net PnL по стратегиям
ПрофитУбыток
Win Rate по стратегиям
ATR 12%
82%
65
ATR 13%
80%
55
ATR 0.5%
78%
4599
ATR 11%
74%
77
ATR 1%
72%
2483
ATR 15%
71%
31
ATR 2%
71%
1220
ATR 1.5%
70%
1643
ATR 10%
69%
95
ATR 3%
67%
709
ATR 9%
67%
114
ATR 8%
66%
152
ATR 7%
66%
192
ATR 6%
65%
248
ATR 4%
65%
472
ATR 5%
63%
326
Strategy D2
61%
324
Strategy D1
43%
442
Strategy D
43%
417
Strategy D3
17%
174
| Стратегии | Всего сигналов | Win Rate | Gross PnL | Комиссия | Net PnL | EV Грязн. | EV Чист. | Активный |
|---|---|---|---|---|---|---|---|---|
| Strategy D | 417 | 42.9% | +8.79% | -41.70% | -32.91% | +0.02% | -0.08% | 0 |
| Strategy D1 | 442 | 43.4% | -16.07% | -44.20% | -60.27% | -0.04% | -0.14% | 0 |
| Strategy D2 | 324 | 61.4% | +110.75% | -32.40% | +78.35% | +0.34% | +0.24% | 0 |
| Strategy D3 | 174 | 17.2% | -157.14% | -17.40% | -174.54% | -0.90% | -1.00% | 4 |
| ATR 0.5% | 4599 | 78.4% | +341.96% | -459.90% | -117.94% | +0.07% | -0.03% | 4 |
| ATR 1% | 2483 | 72.5% | +264.88% | -248.30% | +16.58% | +0.11% | +0.01% | 2 |
| ATR 1.5% | 1643 | 70.4% | +181.82% | -164.30% | +17.52% | +0.11% | +0.01% | 2 |
| ATR 2% | 1220 | 70.8% | +196.82% | -122.00% | +74.82% | +0.16% | +0.06% | 2 |
| ATR 3% | 709 | 67.3% | +75.87% | -70.90% | +4.97% | +0.11% | +0.01% | 0 |
| ATR 4% | 472 | 65.0% | +78.00% | -47.20% | +30.80% | +0.17% | +0.07% | 0 |
| ATR 5% | 326 | 63.2% | +46.96% | -32.60% | +14.36% | +0.14% | +0.04% | 0 |
| ATR 6% | 248 | 65.3% | +108.68% | -24.80% | +83.88% | +0.44% | +0.34% | 0 |
| ATR 7% | 192 | 65.6% | +138.92% | -19.20% | +119.72% | +0.72% | +0.62% | 0 |
| ATR 8% | 152 | 66.4% | +164.33% | -15.20% | +149.13% | +1.08% | +0.98% | 0 |
| ATR 9% | 114 | 66.7% | +130.73% | -11.40% | +119.33% | +1.15% | +1.05% | 0 |
| ATR 10% | 95 | 69.5% | +160.90% | -9.50% | +151.40% | +1.69% | +1.59% | 0 |
| ATR 11% | 77 | 74.0% | +142.87% | -7.70% | +135.17% | +1.86% | +1.76% | 0 |
| ATR 12% | 65 | 81.5% | +143.66% | -6.50% | +137.16% | +2.21% | +2.11% | 0 |
| ATR 13% | 55 | 80.0% | +130.56% | -5.50% | +125.06% | +2.37% | +2.27% | 0 |
| ATR 15% | 31 | 71.0% | +69.13% | -3.10% | +66.03% | +2.23% | +2.13% | 0 |