DETTAGLIO STRATEGIA
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 | 1.22 | 33,037.50 $ | -10,462.50 $ | 56.32 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 783 | 423.56 $ | -437.65 $ | 42.19 $ | 2013-08-12 04:00:04 | 2019-11-11 22:58:03 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -1,400.00 $ | 27.13 | 2.96 | 21.1 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.95 | 1.14 | 0.08 | 0.51 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 0 | $ 638 | $ -750 | $ 2150 | $ -2250 | $ 725 | $ 513 | $ -825 | $ 138 | $ -1850 | $ 3025 | $ 0 | $ 1513 |
| 2018 | $ 3063 | $ 0 | $ 0 | $ -25 | $ 0 | $ 2738 | $ 1325 | $ -88 | $ 2150 | $ -1063 | $ 0 | $ 0 | $ 8100 |
| 2017 | $ 1925 | $ 2713 | $ 1225 | $ 2963 | $ -13 | $ 688 | $ 1750 | $ 1388 | $ 1075 | $ -450 | $ 2650 | $ 650 | $ 16563 |
| 2016 | $ -1588 | $ 0 | $ 2750 | $ 1525 | $ 200 | $ 2650 | $ 2863 | $ 200 | $ 188 | $ 400 | $ 1338 | $ -13 | $ 10513 |
| 2015 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -2850 | $ 0 | $ 0 | $ 0 | $ -1513 | $ -4363 |
| 2014 | $ -1650 | $ 1625 | $ 1113 | $ -2425 | $ 713 | $ 2975 | $ 513 | $ -550 | $ 13 | $ -1075 | $ 0 | $ 0 | $ 1250 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -1338 | $ 500 | $ -1025 | $ -563 | $ 1888 | $ -538 |