DETTAGLIO STRATEGIA
RT_MSP_CME_002
Strategia RT_MSP_CME_002 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.14 | 49,975.00 $ | -26,862.50 $ | 79.04 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 1226 | 320.37 $ | -1,394.99 $ | 40.76 $ | 2013-09-30 00:30:06 | 2021-12-28 10:04:55 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -17,600.00 $ | 33.57 | 38.43 | 20.38 | 2 | 2 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.3 | 1.33 | 0.03 | 0.1 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 663 | $ 8875 | $ 4625 | $ 6538 | $ -5325 | $ 2650 | $ 6063 | $ 3525 | $ -10263 | $ 6538 | $ 975 | $ 5713 | $ 30575 |
| 2020 | $ 2763 | $ -13875 | $ -34763 | $ 7675 | $ 2313 | $ -4325 | $ 7863 | $ 7813 | $ -1663 | $ 938 | $ 175 | $ 9150 | $ -15938 |
| 2019 | $ 5613 | $ 3338 | $ 4688 | $ 2413 | $ -6188 | $ 4650 | $ 3163 | $ 1238 | $ -3688 | $ -1863 | $ 3375 | $ 3763 | $ 20500 |
| 2018 | $ 1788 | $ -11588 | $ 2450 | $ 3638 | $ 963 | $ 1725 | $ 5613 | $ 2488 | $ 425 | $ -11250 | $ -11875 | $ -2900 | $ -18525 |
| 2017 | $ 925 | $ 1163 | $ -1400 | $ 550 | $ 2450 | $ 1163 | $ 388 | $ 663 | $ 1288 | $ 825 | $ 375 | $ 1950 | $ 10338 |
| 2016 | $ 1688 | $ 5813 | $ 4575 | $ 825 | $ -1088 | $ 1500 | $ 3225 | $ 1600 | $ 1650 | $ -1225 | $ 2763 | $ 63 | $ 21388 |
| 2015 | $ -825 | $ 813 | $ -1138 | $ 100 | $ 2038 | $ -1800 | $ 1263 | $ -6388 | $ 2250 | $ 5013 | $ -363 | $ -3650 | $ -2688 |
| 2014 | $ 1313 | $ -1425 | $ 0 | $ 1150 | $ 0 | $ 0 | $ 550 | $ 2000 | $ -238 | $ -2188 | $ 1900 | $ 925 | $ 3988 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -50 | $ 388 | $ 338 |