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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 1.51 20,112.50 $ -5,125.00 $ 41.18
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
51 1,982.35 $ -1,313.75 $ 394.36 $ 2018-10-30 11:00:01 2020-05-18 16:50:11
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,737.50 $ 2.54 2.82 197.18 -1 -1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.16 1.11 0.15 1.47

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ 2250 $ 5288 $ 8038 $ 0 $ 2475 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 18050
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