RT_MND_CME_024
Strategia RT_MND_CME_024 su strumento finanziario: MND
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MND | 1.15 | 47,735.00 $ | -12,850.00 $ | 59.04 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 1245 | 504.13 $ | -636.51 $ | 38.34 $ | 2013-08-12 04:00:33 | 2019-09-13 22:00:09 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -5,115.00 $ | 31.31 | 12.35 | 19.17 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.8 | 1.7 | 0.05 | 0.61 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 4820 | $ 4880 | $ 3520 | $ 5415 | $ -3700 | $ 2040 | $ -625 | $ -305 | $ 2055 | $ 0 | $ 0 | $ 0 | $ 18100 |
| 2018 | $ 3410 | $ 990 | $ -200 | $ -1855 | $ 3285 | $ 0 | $ 0 | $ 0 | $ 0 | $ -2385 | $ 570 | $ 1180 | $ 4995 |
| 2017 | $ -270 | $ 4455 | $ 2210 | $ 1130 | $ 1685 | $ -2415 | $ 2550 | $ -625 | $ -680 | $ 0 | $ 605 | $ -140 | $ 8505 |
| 2016 | $ 3875 | $ -1590 | $ 2955 | $ 845 | $ 2785 | $ -2660 | $ 3300 | $ 835 | $ -1215 | $ -25 | $ 900 | $ 0 | $ 10005 |
| 2015 | $ 90 | $ 2280 | $ -435 | $ 0 | $ 0 | $ -2070 | $ -2555 | $ 625 | $ 0 | $ 0 | $ 0 | $ -3230 | $ -5295 |
| 2014 | $ -2570 | $ 1745 | $ -235 | $ -435 | $ 1410 | $ 3660 | $ -1885 | $ 4550 | $ -15 | $ 380 | $ 3495 | $ -80 | $ 10020 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -1075 | $ 805 | $ -225 | $ 175 | $ 1725 | $ 1405 |