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 | 1.17 | 38,275.00 $ | -10,462.50 $ | 57.02 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 947 | 423.56 $ | -546.53 $ | 40.42 $ | 2013-08-12 04:00:04 | 2021-12-20 23:00:02 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -1,400.00 $ | 25.55 | 2.43 | 20.21 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.88 | 1.12 | 0.06 | 0.24 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -2513 | $ -538 | $ 1000 | $ 1900 | $ -2063 | $ 488 | $ -2713 | $ 1038 | $ -12850 | $ -550 | $ 1063 | $ -675 | $ -16413 |
| 2020 | $ 4700 | $ -3100 | $ 1438 | $ 2675 | $ 0 | $ -2663 | $ 2200 | $ 2488 | $ 4850 | $ -2663 | $ 2638 | $ 5150 | $ 17713 |
| 2019 | $ 0 | $ 638 | $ -750 | $ 2688 | $ -2250 | $ 725 | $ 513 | $ -825 | $ 138 | $ -1850 | $ 4588 | $ 1838 | $ 5450 |
| 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 |