Beta

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 1.45 8,449.60 $ -17,345.32 $ 43.48
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
46 5,308.31 $ -725.43 $ 183.69 $ 2018-12-11 20:31:04 2019-08-09 15:30:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-366.73 $ 1.63 9.27 0.23 2866 2866
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.88 1.18 0.05 0.74

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 18857.42 $ 144.34 $ 10.45 $ 24.15 $ -139.75 $ 116.19 $ -76.25 $ 175.87 $ 0 $ 0 $ 0 $ 0 $ 19112.42
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -10662.82 $ -10662.82

Performance