Beta

RT_MSP_CME_027

Strategia RT_MSP_CME_027 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.13 5,650.00 $ -7,825.00 $ 57.66
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
137 634.97 $ -767.46 $ 41.24 $ 2018-01-18 15:43:48 2019-08-02 22:58:04
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-362.50 $ 5.39 0.63 20.62 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.83 1.06 0.04 0.47

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 2337.5 $ 625 $ -762.5 $ 0 $ 0 $ 1062.5 $ -262.5 $ 987.5 $ 0 $ 0 $ 0 $ 0 $ 3987.5
2018 $ 612.5 $ -4012.5 $ 987.5 $ -2562.5 $ -125 $ 3587.5 $ 1662.5 $ -112.5 $ 2175 $ -2575 $ -1300 $ 3325 $ 1662.5

Performance