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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 4.86 10,944.45 $ -2,218.97 $ 23.08
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
52 2,153.64 $ -70.84 $ 210.47 $ 2019-01-03 15:30:02 2020-07-02 15:30:03
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-213.23 $ 2.54 4.94 0.85 -2217 -2217
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-16.21 1 0.12 3.29

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2020 $ 54 $ 134 $ -31 $ -42 $ 237 $ 312 $ 102 $ 0 $ 0 $ 0 $ 0 $ 0 $ 766
2019 $ 10357 $ 60 $ -51 $ -54 $ -64 $ 87 $ -35 $ -24 $ 43 $ -78 $ -16 $ -47 $ 10179

Performance