DETTAGLIO STRATEGIA
RT_CL_NYMEX_007
Strategia RT_CL_NYMEX_007 su strumento finanziario: CL
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| CL | 1.07 | 16,390.00 $ | -21,450.00 $ | 51.88 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 160 | 2,569.59 $ | -2,866.88 $ | 102.44 $ | 2015-06-30 01:00:01 | 2021-12-20 01:00:10 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -10,990.00 $ | 4.77 | 70.01 | 51.22 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1 | 1 | 0.02 | 0.06 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -5110 | $ -11320 | $ 4670 | $ -400 | $ 1670 | $ -5740 | $ 5870 | $ 13500 | $ -6760 | $ -9960 | $ -1040 | $ 1460 | $ -13160 |
| 2020 | $ -11270 | $ 5790 | $ 17840 | $ 6470 | $ 7540 | $ -9470 | $ -100 | $ 1820 | $ 140 | $ -920 | $ -13350 | $ -2120 | $ 2370 |
| 2019 | $ -7270 | $ -1940 | $ -2220 | $ -4510 | $ 1330 | $ 10060 | $ -11930 | $ -1710 | $ 4290 | $ 5170 | $ -4090 | $ -1470 | $ -14290 |
| 2018 | $ -6930 | $ 1410 | $ -2230 | $ -5490 | $ 2510 | $ 5030 | $ 3490 | $ 1860 | $ -2390 | $ 40 | $ 10030 | $ 1430 | $ 8760 |
| 2017 | $ 1520 | $ 1320 | $ 6150 | $ -3280 | $ 8110 | $ -2230 | $ -340 | $ -5510 | $ 3660 | $ -1140 | $ -1910 | $ -740 | $ 5610 |
| 2016 | $ 10570 | $ 4540 | $ -7220 | $ 2160 | $ -4170 | $ 980 | $ 2210 | $ 1670 | $ 4300 | $ -7670 | $ 8800 | $ -11220 | $ 4950 |
| 2015 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 7960 | $ 5200 | $ -1570 | $ 1310 | $ 4380 | $ 4870 | $ 22150 |