DETTAGLIO STRATEGIA

RT_MSP_CME_011

Strategia RT_MSP_CME_011 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.35 10,312.50 $ -1,387.50 $ 78.95
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
114 475.89 $ -1,239.06 $ 90.46 $ 2018-11-07 23:00:01 2020-09-22 00:00:03
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-75.00 $ 4.29 2.44 45.23 -1 -1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.36 1.33 0.1 0.91

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ -138 $ -1300 $ 0 $ 738 $ -775 $ 1588 $ 688 $ 613 $ 2450 $ 0 $ 0 $ 0 $ 3863
2019 $ -150 $ 750 $ 325 $ 875 $ 1000 $ -1388 $ -313 $ -2975 $ 288 $ 2838 $ -50 $ 2225 $ 3425
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 2563 $ 463 $ 3025

Performance