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RT_MSP_CME_001

Strategia RT_MSP_CME_001 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.45 12,662.50 $ -2,237.50 $ 29.2
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
113 1,261.06 $ -355.63 $ 112.06 $ 2018-02-23 21:57:47 2019-08-14 15:17:47
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-525.00 $ 5.65 3.7 56.03 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-3.5 1.01 0.14 1.28

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 2600 $ 4137.5 $ 2512.5 $ -762.5 $ -2037.5 $ 1375 $ -3425 $ -225 $ 0 $ 0 $ 0 $ 0 $ 4175
2018 $ 0 $ 350 $ 187.5 $ 225 $ 4812.5 $ -612.5 $ 1037.5 $ 800 $ -100 $ 0 $ 1562.5 $ 225 $ 8487.5

Performance