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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 4.77 10,335.43 $ -2,218.97 $ 15.91
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
44 2,153.64 $ -74.18 $ 234.90 $ 2019-01-03 15:30:02 2020-03-31 18:31:46
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-213.23 $ 2.15 4.08 0.83 -2217 -2217
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-25.19 1 0.12 3.75

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ 54 $ 134 $ -31 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 157
2019 $ 10357 $ 60 $ -51 $ -54 $ -64 $ 87 $ -35 $ -24 $ 43 $ -78 $ -16 $ -47 $ 10179

Performance