Beta

RT_MSP_CME_010

Strategia RT_MSP_CME_010 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.84 18,412.50 $ -6,312.50 $ 78.05
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
123 407.07 $ -812.50 $ 149.70 $ 2017-07-06 19:00:00 2019-08-20 03:00:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-262.50 $ 6.63 3.1 74.85 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.52 1.13 0.17 1.37

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 425 $ 187.5 $ -1275 $ 387.5 $ 1512.5 $ -2600 $ 662.5 $ 3362.5 $ 0 $ 0 $ 0 $ 0 $ 2662.5
2018 $ 975 $ -4412.5 $ -750 $ 462.5 $ 2187.5 $ 1450 $ 262.5 $ 175 $ 137.5 $ 9550 $ 1325 $ 2337.5 $ 13700
2017 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -225 $ 650 $ -400 $ -237.5 $ 1112.5 $ 1150 $ 2050

Performance