DETTAGLIO STRATEGIA
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 | 1.13 | 44,085.00 $ | -12,850.00 $ | 58.93 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 1266 | 504.13 $ | -648.00 $ | 34.82 $ | 2013-08-12 04:00:33 | 2019-11-08 13:16:09 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -5,115.00 $ | 31.23 | 12.08 | 17.41 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.79 | 1.69 | 0.04 | 0.55 |
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 | $ 1980 | $ -3920 | $ 345 | $ 0 | $ 14450 |
| 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 | $ 7750 | $ -3180 | $ 5910 | $ 1690 | $ 5570 | $ -5320 | $ 3300 | $ 835 | $ -1215 | $ -25 | $ 900 | $ 0 | $ 16215 |
| 2015 | $ 180 | $ 4560 | $ -870 | $ 0 | $ 0 | $ -4140 | $ -5110 | $ 1250 | $ 0 | $ 0 | $ 0 | $ -6460 | $ -10590 |
| 2014 | $ -5140 | $ 3490 | $ -470 | $ -870 | $ 2820 | $ 7320 | $ -3770 | $ 9100 | $ -30 | $ 760 | $ 6990 | $ -160 | $ 20040 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -2150 | $ 1610 | $ -450 | $ 350 | $ 3450 | $ 2810 |