Обзор
Net PnL по стратегиям
ПрофитУбыток
Win Rate по стратегиям
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%
566
ATR 8%
74%
66
ATR 7%
69%
77
ATR 1%
68%
357
ATR 6%
66%
89
Strategy D2
66%
87
ATR 1.5%
65%
267
ATR 2%
64%
219
ATR 5%
62%
98
ATR 4%
60%
123
ATR 3%
60%
159
Strategy D1
36%
83
Strategy D
34%
76
Strategy D3
20%
71
| Стратегии | Всего сигналов | Win Rate | Gross PnL | Комиссия | Net PnL | EV Грязн. | EV Чист. | Активный |
|---|---|---|---|---|---|---|---|---|
| Strategy D | 76 | 34.2% | +0.54% | -7.60% | -7.06% | +0.01% | -0.09% | 0 |
| Strategy D1 | 83 | 36.1% | -13.51% | -8.30% | -21.81% | -0.16% | -0.26% | 0 |
| Strategy D2 | 87 | 65.5% | +121.81% | -8.70% | +113.11% | +1.40% | +1.30% | 0 |
| Strategy D3 | 71 | 19.7% | -57.51% | -7.10% | -64.61% | -0.81% | -0.91% | 3 |
| ATR 0.5% | 566 | 75.6% | -159.47% | -56.60% | -216.07% | -0.28% | -0.38% | 0 |
| ATR 1% | 357 | 67.5% | -126.33% | -35.70% | -162.03% | -0.35% | -0.45% | 0 |
| ATR 1.5% | 267 | 64.8% | -99.57% | -26.70% | -126.27% | -0.37% | -0.47% | 0 |
| ATR 2% | 219 | 64.4% | -68.52% | -21.90% | -90.42% | -0.31% | -0.41% | 0 |
| 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 |