Beta

RT_GBP_CME_001

Strategia RT_GBP_CME_001 su strumento finanziario: GBP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
GBP 1.21 20,012.50 $ -9,018.75 $ 53.76
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
465 500.25 $ -450.20 $ 43.04 $ 2013-08-14 08:00:00 2019-07-29 16:00:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-5,200.00 $ 12.69 78.95 21.52 -2 -2
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.04 1.47 0.05 0.37

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 1168.75 $ 1737.5 $ -243.75 $ -362.5 $ -1456.25 $ 968.75 $ -493.75 $ 0 $ 0 $ 0 $ 0 $ 0 $ 1318.75
2018 $ 243.75 $ 1493.75 $ 825 $ -1718.75 $ -712.5 $ 4043.75 $ 375 $ -2062.5 $ -1537.5 $ -2662.5 $ -268.75 $ -562.5 $ -2543.75
2017 $ -3937.5 $ 62.5 $ 506.25 $ 431.25 $ 162.5 $ 825 $ 437.5 $ -762.5 $ -2287.5 $ 2862.5 $ -112.5 $ -381.25 $ -2193.75
2016 $ -2150 $ 925 $ -1868.75 $ -1531.25 $ -2118.75 $ 1068.75 $ 9050 $ 0 $ 1693.75 $ 0 $ 3468.75 $ 0 $ 8537.5
2015 $ -1168.75 $ 2368.75 $ 56.25 $ 6306.25 $ -1625 $ 2806.25 $ 356.25 $ 912.5 $ 3987.5 $ 125 $ -1262.5 $ -618.75 $ 12243.75
2014 $ 587.5 $ -1012.5 $ -2287.5 $ 0 $ -1075 $ -706.25 $ -625 $ 1075 $ 4593.75 $ 1237.5 $ -2356.25 $ 2750 $ 2181.25
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 268.75 $ 3062.5 $ 43.75 $ -525 $ -2381.25 $ 468.75

Performance