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 |