DETTAGLIO STRATEGIA
RT_CL_NYMEX_008
Strategia RT_CL_NYMEX_008 su strumento finanziario: CL
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| CL | 1.08 | 5,140.06 $ | -6,930.00 $ | 40.5 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 200 | 477.69 $ | -543.44 $ | 25.70 $ | 2017-11-21 10:00:01 | 2021-11-26 16:12:55 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -2,790.00 $ | 6.07 | 5.48 | 12.85 | -1 | -1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.59 | 1.37 | 0.02 | 0.11 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -3040 | $ 2640 | $ 1290 | $ 4750 | $ -1010 | $ -3040 | $ 2670 | $ 3700 | $ 4700 | $ -2520 | $ 1380 | $ 0 | $ 11520 |
| 2020 | $ -1250 | $ -1030 | $ -1910 | $ 0 | $ 0 | $ 1710 | $ -730 | $ -1160 | $ -1540 | $ -1710 | $ 1400 | $ -1560 | $ -7780 |
| 2019 | $ 0 | $ 0 | $ 0 | $ 0 | $ 820 | $ -210 | $ 860 | $ 290 | $ 1550 | $ 230 | $ 2310 | $ 1930 | $ 7780 |
| 2018 | $ -4090 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -4090 |
| 2017 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -2290 | $ 0 | $ -2290 |