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RT_MSP_CME_009

Strategia RT_MSP_CME_009 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 2.78 63,900.00 $ -18,100.00 $ 93.85
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
179 593.60 $ -3,256.82 $ 356.98 $ 2013-09-19 12:00:04 2018-12-26 06:00:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 7.92 70.21 178.49 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.18 1.13 0.21 0.67

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2018 $ -11150 $ 0 $ 0 $ 0 $ 0 $ -6012.5 $ 5662.5 $ 2437.5 $ 1362.5 $ 11475 $ 575 $ 16775 $ 21125
2017 $ 1150 $ 2875 $ 512.5 $ 0 $ 1112.5 $ 812.5 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 6462.5
2016 $ 2637.5 $ 0 $ 3425 $ 1512.5 $ 0 $ 537.5 $ 2875 $ 2125 $ 0 $ -1725 $ 0 $ -4625 $ 6762.5
2015 $ 0 $ 1412.5 $ 0 $ 0 $ 2100 $ 0 $ -4500 $ 3937.5 $ 1387.5 $ 0 $ 0 $ 0 $ 4337.5
2014 $ 1025 $ 1712.5 $ 1500 $ 687.5 $ -100 $ 0 $ 0 $ 0 $ 0 $ 2100 $ 11525 $ 1062.5 $ 19512.5
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 2300 $ 2175 $ 1225 $ 5700

Performance