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DETTAGLIO STRATEGIA

RT_VXX_ARCA_001

Strategia RT_VXX_ARCA_001 su strumento finanziario: VXX

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
VXX 1.44 8,486.40 $ -17,345.32 $ 40.35
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
57 5,308.31 $ -562.39 $ 148.88 $ 2018-12-11 20:31:04 2019-10-15 15:30:01
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-366.73 $ 2.09 10.98 0.22 2866 2866
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.13 1.14 0.05 0.58

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 18857 $ 144 $ 10 $ 24 $ -140 $ 116 $ -76 $ 105 $ -13 $ 121 $ 0 $ 0 $ 19149
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -10663 $ -10663

Performance