DETTAGLIO STRATEGIA
RT_CL_NYMEX_003
Strategia RT_CL_NYMEX_003 su strumento finanziario: CL
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| CL | 1.34 | 22,130.00 $ | -14,200.00 $ | 41.38 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 58 | 4,267.78 $ | -1,917.35 $ | 381.55 $ | 2017-11-08 10:58:51 | 2021-12-20 09:49:53 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -2,530.00 $ | 2.4 | 23.71 | 190.78 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.9 | 1.09 | 0.09 | 0.3 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 0 | $ 0 | $ 21120 | $ 940 | $ 0 | $ 0 | $ 2100 | $ -2410 | $ 1160 | $ 0 | $ 900 | $ -4100 | $ 19710 |
| 2020 | $ 0 | $ 3870 | $ 0 | $ -3070 | $ 0 | $ 0 | $ 0 | $ -2750 | $ -1650 | $ 0 | $ -5810 | $ 0 | $ -9410 |
| 2019 | $ 9650 | $ 2300 | $ -2470 | $ 6810 | $ -1870 | $ 0 | $ -1060 | $ -4890 | $ -1810 | $ 4170 | $ 970 | $ -2940 | $ 8860 |
| 2018 | $ 0 | $ 5280 | $ -2170 | $ -530 | $ 0 | $ -3100 | $ 0 | $ -3620 | $ -3540 | $ 1590 | $ 15580 | $ 0 | $ 9490 |
| 2017 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -3760 | $ -2760 | $ -6520 |