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 | 1.76 | 25,525.00 $ | -3,625.00 $ | 46.55 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 58 | 2,871.88 $ | -1,083.47 $ | 440.09 $ | 2018-10-31 05:00:00 | 2019-10-21 19:00:00 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| 0.00 $ | 2.72 | 5.24 | 220.04 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -2.02 | 1.16 | 0.22 | 5.43 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 5900 | $ 1513 | $ -13 | $ 0 | $ -4575 | $ 4363 | $ -225 | $ 1500 | $ 5500 | $ -1600 | $ 0 | $ 0 | $ 12363 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 9225 | $ 3938 | $ 13163 |