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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 8,468.34 $ -17,345.32 $ 39.34
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
61 5,308.31 $ -519.29 $ 138.83 $ 2018-12-11 20:31:04 2019-11-19 21:30:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-366.73 $ 2.26 11.58 0.22 2866 2866
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.22 1.13 0.05 0.52

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 $ -18 $ 0 $ 19131
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -10663 $ -10663

Performance