DETTAGLIO STRATEGIA
RT_HO_NYMEX_001
Strategia RT_HO_NYMEX_001 su strumento finanziario: HO
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| HO | 1.19 | 28,887.61 $ | -8,841.00 $ | 21.77 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 611 | 1,311.16 $ | -326.24 $ | 47.28 $ | 2013-08-12 09:20:37 | 2021-12-29 09:57:25 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -5,237.40 $ | 17.76 | 0.56 | 23.64 | 1 | -1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -4.26 | 1.04 | 0.05 | 0.39 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 475 | $ -332 | $ 1730 | $ 2066 | $ 4708 | $ 1042 | $ 9148 | $ 2037 | $ -2184 | $ -521 | $ 643 | $ -5418 | $ 13394 |
| 2020 | $ -781 | $ 1911 | $ 3877 | $ 1562 | $ -4616 | $ 1142 | $ 0 | $ 0 | $ 0 | $ 0 | $ -722 | $ 0 | $ 2373 |
| 2019 | $ -151 | $ 634 | $ 0 | $ 0 | $ -664 | $ 143 | $ 504 | $ -1512 | $ -1415 | $ 676 | $ 0 | $ 0 | $ -1785 |
| 2018 | $ 0 | $ -202 | $ 0 | $ 0 | $ 0 | $ -916 | $ -1025 | $ 0 | $ 0 | $ 2659 | $ 4960 | $ -4906 | $ 571 |
| 2017 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 143 | $ 0 | $ 0 | $ 0 | $ 143 |
| 2016 | $ -1302 | $ 449 | $ -2226 | $ -2352 | $ -386 | $ 1789 | $ 4166 | $ 0 | $ 0 | $ 0 | $ -584 | $ 2982 | $ 2537 |
| 2015 | $ -2461 | $ 395 | $ 2717 | $ 1197 | $ 1264 | $ -1403 | $ 1718 | $ 727 | $ -1420 | $ 1159 | $ 0 | $ 2625 | $ 6518 |
| 2014 | $ -979 | $ -2205 | $ 2797 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -487 | $ -1176 | $ 8522 | $ 6472 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 185 | $ -433 | $ -1088 | $ -1336 |