DETTAGLIO STRATEGIA
RT_VXX_ARCA_005
Strategia RT_VXX_ARCA_005 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 1.53 | 7,530.30 $ | -5,718.50 $ | 12.5 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 1104 | 317.26 $ | -14.67 $ | 6.82 $ | 2018-12-21 16:30:01 | 2021-12-23 15:32:12 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -2,346.85 $ | 13.06 | 13.65 | 0.05 | -2350 | 2221 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -10.72 | 2.9 | 0.02 | 0.44 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -10 | $ 229 | $ 140 | $ 63 | $ 124 | $ 59 | $ 23 | $ 126 | $ -53 | $ -3 | $ 170 | $ 329 | $ 1197 |
| 2020 | $ -16 | $ -30 | $ -150 | $ 63 | $ 243 | $ 425 | $ 72 | $ 45 | $ 203 | $ 96 | $ 84 | $ 43 | $ 1080 |
| 2019 | $ 4093 | $ -39 | $ 37 | $ 146 | $ -237 | $ -37 | $ 171 | $ 23 | $ 197 | $ 251 | $ 28 | $ -33 | $ 4600 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 654 | $ 654 |