Beta

RT_MSP_CME_012

Strategia RT_MSP_CME_012 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.8 23,275.00 $ -3,625.00 $ 43.75
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
48 2,871.88 $ -1,084.26 $ 484.90 $ 2018-10-31 05:00:00 2019-08-15 12:36:55
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 2.23 3.82 242.45 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.31 1.17 0.23 6.1

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 5900 $ 1512.5 $ -12.5 $ 0 $ -4575 $ 4362.5 $ -225 $ 3150 $ 0 $ 0 $ 0 $ 0 $ 10112.5
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 9225 $ 3937.5 $ 13162.5

Performance