DETTAGLIO STRATEGIA
RT_MSP_CME_008
Strategia RT_MSP_CME_008 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 0.62 | -49,962.50 $ | -4,250.00 $ | 59.6 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 151 | 506.25 $ | -2,180.94 $ | -330.88 $ | 2018-10-30 11:00:01 | 2021-12-22 00:00:03 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| 0.00 $ | 5.8 | 8.88 | -165.44 | -1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.42 | 1.14 | -0.12 | -0.24 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 850 | $ 2775 | $ 0 | $ -3125 | $ 4488 | $ -5188 | $ -2025 | $ 5225 | $ 2088 | $ -12525 | $ -1800 | $ -6038 | $ -15275 |
| 2020 | $ -2313 | $ 1900 | $ -35688 | $ -7163 | $ -2288 | $ 14425 | $ -14963 | $ -4400 | $ 14275 | $ -7400 | $ 0 | $ -1763 | $ -45375 |
| 2019 | $ -350 | $ 2700 | $ -1488 | $ 38 | $ 575 | $ 2100 | $ 2475 | $ 5125 | $ 1225 | $ -800 | $ -2338 | $ 63 | $ 9325 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 3513 | $ -2150 | $ 1363 |