DETTAGLIO STRATEGIA
RT_MSP_CME_028
Strategia RT_MSP_CME_028 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.2 | 46,575.00 $ | -38,012.50 $ | 57.22 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 194 | 1,887.83 $ | -2,753.16 $ | 240.08 $ | 2013-08-16 02:00:03 | 2021-12-22 02:00:12 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -4,975.00 $ | 9.56 | 36.71 | 120.04 | -2 | -2 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.9 | 1.01 | 0.07 | 0.15 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 1138 | $ 11275 | $ 5813 | $ 2288 | $ 4613 | $ 913 | $ -2075 | $ -75 | $ -4338 | $ 2075 | $ 2363 | $ 13913 | $ 37900 |
| 2020 | $ -1850 | $ -14363 | $ 17988 | $ -11525 | $ 2025 | $ -1525 | $ -2525 | $ 525 | $ -7513 | $ 2288 | $ 1975 | $ 2788 | $ -11713 |
| 2019 | $ 3188 | $ 5663 | $ -713 | $ 3488 | $ 2475 | $ 3038 | $ 5113 | $ 6000 | $ 4588 | $ 0 | $ 4713 | $ 6650 | $ 44200 |
| 2018 | $ -4638 | $ -5363 | $ -13300 | $ 0 | $ 5263 | $ -3888 | $ -325 | $ 7475 | $ 0 | $ -2538 | $ 1825 | $ -5738 | $ -21225 |
| 2017 | $ 2475 | $ 0 | $ -1588 | $ -88 | $ 0 | $ 3500 | $ 0 | $ -688 | $ 0 | $ -1513 | $ 0 | $ 0 | $ 2100 |
| 2016 | $ -10013 | $ 463 | $ 1488 | $ 63 | $ 1525 | $ 1988 | $ 0 | $ 0 | $ 1000 | $ 0 | $ -1713 | $ 0 | $ -5200 |
| 2015 | $ -1550 | $ 763 | $ -3925 | $ 3525 | $ 2725 | $ -2438 | $ -513 | $ -2325 | $ 0 | $ 0 | $ 0 | $ 2413 | $ -1325 |
| 2014 | $ -738 | $ 2238 | $ 1238 | $ 1463 | $ 4175 | $ 0 | $ 2713 | $ -2738 | $ 0 | $ 2363 | $ -938 | $ -3800 | $ 5975 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -688 | $ -713 | $ -1813 | $ 413 | $ -1338 | $ -4138 |