DETTAGLIO STRATEGIA
RT_VXX_ARCA_004
Strategia RT_VXX_ARCA_004 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 1.68 | 1,392.12 $ | 0.00 $ | 65.63 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 32 | 325.44 $ | -187.42 $ | 43.50 $ | 2019-02-07 09:41:19 | 2019-10-01 15:30:00 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| 0.00 $ | 1.27 | 3.02 | 0.14 | 314 | -256 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.88 | 1.28 | 0.17 | 1.85 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 0 | $ 315 | $ -335 | $ 697 | $ -815 | $ -72 | $ 0 | $ 831 | $ 548 | $ 223 | $ 0 | $ 0 | $ 1392 |