DETTAGLIO STRATEGIA
RT_VXX_ARCA_006
Strategia RT_VXX_ARCA_006 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 5.62 | 13,869.95 $ | -1,578.75 $ | 12.72 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 173 | 1,248.13 $ | -19.87 $ | 80.17 $ | 2018-12-21 18:30:00 | 2021-11-29 15:30:05 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -155.79 $ | 5.62 | 6.07 | 0.44 | -2217 | -2217 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -38.6 | 1.14 | 0.07 | 2.98 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -25 | $ -56 | $ -44 | $ -39 | $ -79 | $ 98 | $ -39 | $ 173 | $ -66 | $ 126 | $ -31 | $ 0 | $ 18 |
| 2020 | $ 3 | $ -47 | $ 0 | $ -47 | $ 85 | $ -27 | $ -28 | $ -26 | $ -39 | $ -26 | $ -37 | $ -17 | $ -206 |
| 2019 | $ 14924 | $ -25 | $ -68 | $ -37 | $ 7 | $ -27 | $ -45 | $ -33 | $ 111 | $ 49 | $ -34 | $ -6 | $ 14816 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -759 | $ -759 |