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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 1.33 12,637.50 $ -3,725.00 $ 54.29
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
105 960.00 $ -809.64 $ 120.36 $ 2018-02-22 00:01:31 2019-11-04 03:59:08
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,112.50 $ 4.85 3.81 60.18 -1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.12 1.42 0.13 1.99

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -1363 $ 50 $ 275 $ 513 $ -738 $ 1600 $ -63 $ 525 $ 575 $ 1688 $ 588 $ 0 $ 3650
2018 $ 0 $ 0 $ -550 $ 38 $ 3063 $ -2325 $ -963 $ 1750 $ -1950 $ 6575 $ -2025 $ 5375 $ 8988

Performance