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RT_CL_NYMEX_005

Strategia RT_CL_NYMEX_005 su strumento finanziario: CL

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
CL 1.02 1,150.00 $ -14,910.00 $ 31.31
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
99 2,293.75 $ -1,090.00 $ 11.62 $ 2017-11-13 10:00:01 2019-08-19 09:00:03
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 4.77 14.84 5.81 -1 -1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.23 1.19 0.01 0.03

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 1540 $ 3400 $ -800 $ 2500 $ -3800 $ -690 $ -9780 $ 3520 $ 0 $ 0 $ 0 $ 0 $ -4110
2018 $ 10 $ 4430 $ 3300 $ -6840 $ 5580 $ -6150 $ 1910 $ -8280 $ 750 $ 8010 $ 2660 $ -2430 $ 2950
2017 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 2680 $ -370 $ 2310

Performance