DETTAGLIO STRATEGIA
RT_MSP_CME_034
Strategia RT_MSP_CME_034 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.02 | 2,162.50 $ | -5,125.00 $ | 36.67 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 90 | 1,982.35 $ | -1,525.44 $ | 24.03 $ | 2018-10-30 11:00:01 | 2021-12-14 15:29:32 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -1,737.50 $ | 3.73 | 4.35 | 12.01 | -1 | -1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.77 | 1.11 | 0.01 | 0.02 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -4413 | $ 3175 | $ -1575 | $ 0 | $ 3250 | $ 0 | $ -4813 | $ 0 | $ 788 | $ 0 | $ 600 | $ 500 | $ -2488 |
| 2020 | $ 2250 | $ 5288 | $ 12300 | $ 0 | $ 2475 | $ 0 | $ -9963 | $ 0 | $ 563 | $ -625 | $ -6488 | $ -3213 | $ 2588 |
| 2019 | $ -1000 | $ 300 | $ -1225 | $ 0 | $ 2275 | $ 738 | $ 125 | $ 413 | $ 2413 | $ 850 | $ -3950 | $ 2950 | $ 3888 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -3675 | $ 1850 | $ -1825 |