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DETTAGLIO STRATEGIA

RT_MSP_CME_034

Strategia RT_MSP_CME_034 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.47 17,637.50 $ -5,125.00 $ 41.67
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
48 1,982.35 $ -1,326.34 $ 367.45 $ 2018-10-30 11:00:01 2020-03-16 00:23:53
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,737.50 $ 2.51 2.77 183.72 -1 -1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.06 1.09 0.14 1.45

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ 2250 $ 5288 $ 8038 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 15575
2019 $ -1000 $ 300 $ -1225 $ 0 $ 2275 $ 738 $ 125 $ 413 $ 2413 $ 850 $ -3950 $ 2950 $ 3888
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -3675 $ 1850 $ -1825

Performance