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RT_CL_NYMEX_003

Strategia RT_CL_NYMEX_003 su strumento finanziario: CL

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
CL 1.4 13,900.00 $ -14,200.00 $ 40
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
35 4,267.78 $ -1,654.76 $ 397.14 $ 2017-11-08 10:58:51 2019-08-14 14:09:16
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-2,530.00 $ 1.71 17.31 198.57 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.1 1.09 0.1 0.55

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 9650 $ 2300 $ -2470 $ 6810 $ -1870 $ 0 $ -1060 $ -2430 $ 0 $ 0 $ 0 $ 0 $ 10930
2018 $ 0 $ 5280 $ -2170 $ -530 $ 0 $ -3100 $ 0 $ -3620 $ -3540 $ 1590 $ 15580 $ 0 $ 9490
2017 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -3760 $ -2760 $ -6520

Performance