DETTAGLIO STRATEGIA
RT_VXX_ARCA_007
Strategia RT_VXX_ARCA_007 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 4.15 | 11,295.80 $ | -2,218.97 $ | 22.94 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 109 | 2,153.64 $ | -42.69 $ | 103.63 $ | 2019-01-03 15:30:02 | 2021-12-28 16:35:35 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -213.23 $ | 4.47 | 8.5 | 0.61 | -2217 | -2217 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -13.95 | 1 | 0.08 | 1.7 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -69 | $ 57 | $ 46 | $ 32 | $ -67 | $ 59 | $ -53 | $ 54 | $ -50 | $ 91 | $ -21 | $ -6 | $ 75 |
| 2020 | $ 54 | $ 134 | $ -31 | $ -42 | $ 237 | $ 312 | $ 96 | $ 28 | $ 0 | $ 120 | $ 163 | $ -28 | $ 1042 |
| 2019 | $ 10357 | $ 60 | $ -51 | $ -54 | $ -64 | $ 87 | $ -35 | $ -24 | $ 43 | $ -78 | $ -16 | $ -47 | $ 10179 |