DETTAGLIO STRATEGIA
RT_MSP_CME_004
Strategia RT_MSP_CME_004 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.16 | 12,475.00 $ | -16,300.00 $ | 63.77 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 69 | 2,136.59 $ | -3,167.00 $ | 180.80 $ | 2013-08-15 15:49:51 | 2019-05-17 11:29:50 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -16,300.00 $ | 2.04 | 61.29 | 90.4 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.66 | 1.03 | 0.05 | 0.1 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ -4613 | $ 0 | $ -850 | $ 0 | $ -2775 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -8238 |
| 2018 | $ 0 | $ 1400 | $ -1800 | $ -1275 | $ 2225 | $ 2900 | $ 0 | $ -2900 | $ 4888 | $ -5513 | $ 0 | $ 0 | $ -75 |
| 2017 | $ 0 | $ 0 | $ -10450 | $ 838 | $ 2200 | $ -163 | $ 1375 | $ 3138 | $ 0 | $ -5488 | $ 0 | $ -2638 | $ -11188 |
| 2016 | $ -3475 | $ 13050 | $ -3063 | $ 2838 | $ 3325 | $ -288 | $ 0 | $ 0 | $ -3038 | $ 2113 | $ 788 | $ 0 | $ 12250 |
| 2015 | $ -688 | $ 0 | $ -175 | $ 2338 | $ 0 | $ 3113 | $ 988 | $ 0 | $ 9000 | $ 713 | $ -6500 | $ -663 | $ 8125 |
| 2014 | $ -875 | $ -450 | $ -2450 | $ 2938 | $ 0 | $ 0 | $ 5788 | $ 0 | $ 0 | $ 6075 | $ 0 | $ -8875 | $ 2150 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 3225 | $ 0 | $ 0 | $ 6225 | $ 9450 |