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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

Performance