Beta

RT_MSP_CME_003

Strategia RT_MSP_CME_003 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.23 31,725.00 $ -10,462.50 $ 56.02
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
748 423.56 $ -424.43 $ 42.41 $ 2013-08-12 04:00:04 2019-08-14 23:00:02
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,400.00 $ 26.9 3.02 21.21 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.96 1.14 0.08 0.5

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 0 $ 637.5 $ -750 $ 2150 $ -2250 $ 725 $ 512.5 $ -825 $ 0 $ 0 $ 0 $ 0 $ 200
2018 $ 3062.5 $ 0 $ 0 $ -25 $ 0 $ 2737.5 $ 1325 $ -87.5 $ 2150 $ -1062.5 $ 0 $ 0 $ 8100
2017 $ 1925 $ 2712.5 $ 1225 $ 2962.5 $ -12.5 $ 687.5 $ 1750 $ 1387.5 $ 1075 $ -450 $ 2650 $ 650 $ 16562.5
2016 $ -1587.5 $ 0 $ 2750 $ 1525 $ 200 $ 2650 $ 2862.5 $ 200 $ 187.5 $ 400 $ 1337.5 $ -12.5 $ 10512.5
2015 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -2850 $ 0 $ 0 $ 0 $ -1512.5 $ -4362.5
2014 $ -1650 $ 1625 $ 1112.5 $ -2425 $ 712.5 $ 2975 $ 512.5 $ -550 $ 12.5 $ -1075 $ 0 $ 0 $ 1250
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -1337.5 $ 500 $ -1025 $ -562.5 $ 1887.5 $ -537.5

Performance