DETTAGLIO STRATEGIA
RT_VXX_ARCA_007
Strategia RT_VXX_ARCA_007 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 4.56 | 11,152.05 $ | -2,218.97 $ | 22.67 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 75 | 2,153.64 $ | -54.04 $ | 148.69 $ | 2019-01-03 15:30:02 | 2021-01-15 16:36:58 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -213.23 $ | 3.35 | 6.81 | 0.75 | -2217 | -2217 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -15.55 | 1 | 0.1 | 2.47 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -69 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -69 |
| 2020 | $ 54 | $ 134 | $ -31 | $ -42 | $ 237 | $ 312 | $ 96 | $ 28 | $ 0 | $ 120 | $ 163 | $ -28 | $ 1042 |
| 2019 | $ 10357 | $ 60 | $ -51 | $ -54 | $ -64 | $ 87 | $ -35 | $ -24 | $ 43 | $ -78 | $ -16 | $ -47 | $ 10179 |