DETTAGLIO STRATEGIA

RT_MSP_CME_007

Strategia RT_MSP_CME_007 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.14 8,625.00 $ -3,725.00 $ 52.63
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
133 960.00 $ -999.60 $ 64.85 $ 2018-02-22 00:01:31 2020-09-08 15:45:07
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,112.50 $ 5.63 4.32 32.42 -1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.02 1.34 0.05 0.24

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ 2363 $ 450 $ -7100 $ -1500 $ -2800 $ -2925 $ 2700 $ 900 $ 5688 $ 0 $ 0 $ 0 $ -2225
2019 $ -1363 $ 50 $ 275 $ 513 $ -738 $ 1600 $ -63 $ 525 $ 575 $ 1688 $ -263 $ -938 $ 1863
2018 $ 0 $ 0 $ -550 $ 38 $ 3063 $ -2325 $ -963 $ 1750 $ -1950 $ 6575 $ -2025 $ 5375 $ 8988

Performance