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 |