DETTAGLIO STRATEGIA

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 1.23 20,400.00 $ -3,625.00 $ 39.81
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
108 2,871.88 $ -1,378.27 $ 188.89 $ 2018-10-31 05:00:00 2020-09-18 22:58:01
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 4.76 7.19 94.44 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.86 1.14 0.08 0.44

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ -738 $ 4288 $ 9963 $ -4263 $ 813 $ 1100 $ -9488 $ -2975 $ -3763 $ 0 $ 0 $ 0 $ -5063
2019 $ 5900 $ 1513 $ -13 $ 0 $ -4575 $ 4363 $ -225 $ 1500 $ 5500 $ -1963 $ -3050 $ 3350 $ 12300
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 9225 $ 3938 $ 13163

Performance