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DETTAGLIO STRATEGIA

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 1.15 7,837.50 $ -7,825.00 $ 59.88
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
172 634.97 $ -777.36 $ 45.57 $ 2018-01-18 15:43:48 2019-11-20 22:58:39
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-362.50 $ 6.33 0.65 22.78 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.77 1.1 0.05 0.54

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 2338 $ 625 $ -763 $ 0 $ 0 $ 1063 $ -263 $ 988 $ -450 $ -1838 $ 4475 $ 0 $ 6175
2018 $ 613 $ -4013 $ 988 $ -2563 $ -125 $ 3588 $ 1663 $ -113 $ 2175 $ -2575 $ -1300 $ 3325 $ 1663

Performance