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RT_MSP_CME_028

Strategia RT_MSP_CME_028 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.06 9,025.00 $ -38,012.50 $ 55.47
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
137 1,887.83 $ -2,283.61 $ 65.88 $ 2013-08-16 02:00:03 2019-09-12 01:22:32
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-4,975.00 $ 8.97 35.88 32.94 -2 -2
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.85 1.01 0.02 0.04

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 3187.5 $ 5662.5 $ -712.5 $ 3487.5 $ 2475 $ 3037.5 $ 5112.5 $ 6000 $ 4587.5 $ 0 $ 0 $ 0 $ 32837.5
2018 $ -4637.5 $ -5362.5 $ -13300 $ 0 $ 5262.5 $ -3887.5 $ -325 $ 7475 $ 0 $ -2537.5 $ 1825 $ -5737.5 $ -21225
2017 $ 2475 $ 0 $ -1587.5 $ -87.5 $ 0 $ 3500 $ 0 $ -687.5 $ 0 $ -1512.5 $ 0 $ 0 $ 2100
2016 $ -10012.5 $ 462.5 $ 1487.5 $ 62.5 $ 1525 $ 1987.5 $ 0 $ 0 $ 1000 $ 0 $ -1712.5 $ 0 $ -5200
2015 $ -1550 $ 762.5 $ -3925 $ 3525 $ 2725 $ -2437.5 $ -512.5 $ -2325 $ 0 $ 0 $ 0 $ 2412.5 $ -1325
2014 $ -737.5 $ 2237.5 $ 1237.5 $ 1462.5 $ 4175 $ 0 $ 2712.5 $ -2737.5 $ 0 $ 2362.5 $ -937.5 $ -3800 $ 5975
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -687.5 $ -712.5 $ -1812.5 $ 412.5 $ -1337.5 $ -4137.5

Performance