Beta

RT_MSP_CME_002

Strategia RT_MSP_CME_002 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.21 34,500.00 $ -26,862.50 $ 79.18
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
783 320.37 $ -1,017.41 $ 44.06 $ 2013-09-30 00:30:06 2019-08-19 12:56:55
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-17,600.00 $ 29.12 34.61 22.03 2 2
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.32 1.32 0.04 0.22

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 5612.5 $ 3337.5 $ 4687.5 $ 2412.5 $ -6187.5 $ 4650 $ 3162.5 $ 1987.5 $ 0 $ 0 $ 0 $ 0 $ 19662.5
2018 $ 1787.5 $ -11587.5 $ 2450 $ 3637.5 $ 962.5 $ 1725 $ 5612.5 $ 2487.5 $ 425 $ -11250 $ -11875 $ -2900 $ -18525
2017 $ 925 $ 1162.5 $ -1400 $ 550 $ 2450 $ 1162.5 $ 387.5 $ 662.5 $ 1287.5 $ 825 $ 375 $ 1950 $ 10337.5
2016 $ 1687.5 $ 5812.5 $ 4575 $ 825 $ -1087.5 $ 1500 $ 3225 $ 1600 $ 1650 $ -1225 $ 2762.5 $ 62.5 $ 21387.5
2015 $ -825 $ 812.5 $ -1137.5 $ 100 $ 2037.5 $ -1800 $ 1262.5 $ -6387.5 $ 2250 $ 5012.5 $ -362.5 $ -3650 $ -2687.5
2014 $ 1312.5 $ -1425 $ 0 $ 1150 $ 0 $ 0 $ 550 $ 2000 $ -237.5 $ -2187.5 $ 1900 $ 925 $ 3987.5
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -50 $ 387.5 $ 337.5

Performance