DETTAGLIO STRATEGIA
RT_MSP_CME_025
Strategia RT_MSP_CME_025 su strumento finanziario: MSP
DETTAGLIO STRATEGIA
Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
---|---|---|---|---|
MSP | 1.21 | 14,537.50 $ | -1,387.50 $ | 55.96 |
Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
---|---|---|---|---|---|
193 | 488.89 $ | -834.12 $ | 75.32 $ | 2019-02-20 07:00:00 | 2021-12-20 23:00:02 |
Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
---|---|---|---|---|---|
-587.50 $ | 6.07 | 1.54 | 37.66 | 1 | 1 |
Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
---|---|---|---|
-0.95 | 1.06 | 0.07 | 0.37 |
Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | $ 0 | $ -2600 | $ 3975 | $ 4350 | $ -3038 | $ 225 | $ -3100 | $ -1163 | $ -6813 | $ 1563 | $ 5763 | $ -1063 | $ -1900 |
2020 | $ 5488 | $ -613 | $ 0 | $ 0 | $ 0 | $ 0 | $ 125 | $ 1175 | $ 825 | $ 225 | $ 1125 | $ 6825 | $ 15175 |
2019 | $ 0 | $ 2038 | $ -763 | $ 2638 | $ -3863 | $ -2088 | $ 2088 | $ -788 | $ 2925 | $ -2288 | $ 2325 | $ -963 | $ 1263 |