DETTAGLIO STRATEGIA
RT_CL_NYMEX_005
Strategia RT_CL_NYMEX_005 su strumento finanziario: CL
DETTAGLIO STRATEGIA
Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
---|---|---|---|---|
CL | 0.96 | -6,869.98 $ | -14,910.00 $ | 33.84 |
Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
---|---|---|---|---|---|
198 | 2,293.75 $ | -1,346.03 $ | -34.70 $ | 2017-11-13 10:00:01 | 2021-12-23 17:26:02 |
Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
---|---|---|---|---|---|
0.00 $ | 7.61 | 23.71 | -17.35 | -1 | -1 |
Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
---|---|---|---|
-1.88 | 1.12 | -0.02 | -0.05 |
Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | $ -4000 | $ 3990 | $ -5300 | $ 3460 | $ -1370 | $ -3510 | $ 4180 | $ -1840 | $ -4030 | $ 0 | $ -4270 | $ 10040 | $ -2650 |
2020 | $ 5060 | $ 3990 | $ -4070 | $ 11070 | $ 0 | $ -60 | $ 1830 | $ -1610 | $ 3080 | $ -3250 | $ 2910 | $ -1240 | $ 17710 |
2019 | $ 1540 | $ 3400 | $ -800 | $ 2500 | $ -3800 | $ -690 | $ -9780 | $ 2350 | $ -14390 | $ -3500 | $ -4410 | $ 390 | $ -27190 |
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 |