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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 $ 2.74 82.38 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 $ -4612.5 $ 0 $ -850 $ 0 $ -2775 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -8237.5
2018 $ 0 $ 1400 $ -1800 $ -1275 $ 2225 $ 2900 $ 0 $ -2900 $ 4887.5 $ -5512.5 $ 0 $ 0 $ -75
2017 $ 0 $ 0 $ -10450 $ 837.5 $ 2200 $ -162.5 $ 1375 $ 3137.5 $ 0 $ -5487.5 $ 0 $ -2637.5 $ -11187.5
2016 $ -3475 $ 13050 $ -3062.5 $ 2837.5 $ 3325 $ -287.5 $ 0 $ 0 $ -3037.5 $ 2112.5 $ 787.5 $ 0 $ 12250
2015 $ -687.5 $ 0 $ -175 $ 2337.5 $ 0 $ 3112.5 $ 987.5 $ 0 $ 9000 $ 712.5 $ -6500 $ -662.5 $ 8125
2014 $ -875 $ -450 $ -2450 $ 2937.5 $ 0 $ 0 $ 5787.5 $ 0 $ 0 $ 6075 $ 0 $ -8875 $ 2150
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 3225 $ 0 $ 0 $ 6225 $ 9450

Performance