DETTAGLIO STRATEGIA
RT_VXX_ARCA_008
Strategia RT_VXX_ARCA_008 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 2.04 | 7,285.59 $ | -5,011.05 $ | 19.29 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 140 | 1,252.43 $ | -62.02 $ | 52.04 $ | 2018-12-19 19:22:35 | 2021-12-29 21:35:06 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -198.42 $ | 5.62 | 11.25 | 0.28 | -2401 | -2217 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -8.54 | 1 | 0.05 | 0.48 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 18 | $ 56 | $ -107 | $ 56 | $ -93 | $ 122 | $ -145 | $ 13 | $ -74 | $ 22 | $ -65 | $ 196 | $ -1 |
| 2020 | $ 47 | $ -27 | $ -30 | $ 60 | $ 267 | $ -69 | $ 44 | $ 46 | $ 0 | $ 0 | $ 297 | $ -74 | $ 562 |
| 2019 | $ 6813 | $ 14 | $ 45 | $ -76 | $ 12 | $ 79 | $ 83 | $ -119 | $ 112 | $ -90 | $ -37 | $ -110 | $ 6724 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 |