Обзор
Net PnL по стратегиям
ПрофитУбыток
Win Rate по стратегиям
| Стратегии | Всего сигналов | Win Rate | Gross PnL | Комиссия | Net PnL | EV Грязн. | EV Чист. | Активный |
|---|---|---|---|---|---|---|---|---|
| Strategy D | 3 | 33.3% | -4.00% | -0.30% | -4.30% | -1.33% | -1.43% | 0 |
| Strategy D1 | 3 | 33.3% | -1.60% | -0.30% | -1.90% | -0.53% | -0.63% | 0 |
| Strategy D2 | 4 | 50.0% | -6.36% | -0.40% | -6.76% | -1.59% | -1.69% | 0 |
| Strategy D3 | 4 | 50.0% | +3.57% | -0.40% | +3.17% | +0.89% | +0.79% | 3 |
| ATR 0.5% | 38 | 84.2% | +1.43% | -3.80% | -2.37% | +0.04% | -0.06% | 0 |
| ATR 1% | 20 | 75.0% | -1.41% | -2.00% | -3.41% | -0.07% | -0.17% | 0 |
| ATR 1.5% | 14 | 64.3% | -0.79% | -1.40% | -2.19% | -0.06% | -0.16% | 0 |
| ATR 2% | 11 | 63.6% | -0.70% | -1.10% | -1.80% | -0.06% | -0.16% | 0 |
| ATR 3% | 6 | 50.0% | -5.02% | -0.60% | -5.62% | -0.84% | -0.94% | 0 |
| ATR 4% | 6 | 50.0% | +0.02% | -0.60% | -0.58% | +0.00% | -0.10% | 0 |
| ATR 5% | 3 | 0.0% | -3.65% | -0.30% | -3.95% | -1.22% | -1.32% | 0 |
| ATR 6% | 3 | 66.7% | -0.85% | -0.30% | -1.15% | -0.28% | -0.38% | 0 |
| ATR 7% | 3 | 66.7% | +1.78% | -0.30% | +1.47% | +0.59% | +0.49% | 0 |
| ATR 8% | 3 | 66.7% | +4.41% | -0.30% | +4.11% | +1.47% | +1.37% | 0 |
| ATR 9% | 2 | 100.0% | +4.18% | -0.20% | +3.98% | +2.09% | +1.99% | 0 |
| ATR 10% | 2 | 100.0% | +5.95% | -0.20% | +5.75% | +2.97% | +2.87% | 0 |
| ATR 11% | 2 | 100.0% | +8.50% | -0.20% | +8.30% | +4.25% | +4.15% | 0 |
| ATR 12% | 2 | 100.0% | +9.62% | -0.20% | +9.42% | +4.81% | +4.71% | 0 |
| ATR 13% | 1 | 100.0% | +6.89% | -0.10% | +6.79% | +6.89% | +6.79% | 0 |
| ATR 15% | 1 | 100.0% | +8.64% | -0.10% | +8.54% | +8.64% | +8.54% | 0 |