Beta

RT_MSP_CME_005

Strategia RT_MSP_CME_005 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.1 21,862.50 $ -18,087.50 $ 43.66
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
268 1,981.02 $ -1,384.52 $ 81.58 $ 2013-08-16 08:00:03 2019-08-06 00:00:03
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-8,225.00 $ 12.63 82.96 40.79 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.43 1.02 0.04 0.17

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 3225 $ -2437.5 $ 5387.5 $ 862.5 $ -10575 $ -550 $ -2287.5 $ -5000 $ 0 $ 0 $ 0 $ 0 $ -11375
2018 $ -4950 $ -5262.5 $ 4912.5 $ 3312.5 $ 5175 $ 1575 $ 1625 $ 87.5 $ 5762.5 $ -8775 $ 975 $ 3850 $ 8287.5
2017 $ -662.5 $ 3600 $ 2112.5 $ 3800 $ 450 $ 2487.5 $ -525 $ -1287.5 $ -1862.5 $ 112.5 $ 3150 $ 825 $ 12200
2016 $ -562.5 $ -3300 $ -1825 $ -1025 $ -3887.5 $ 50 $ 7237.5 $ -175 $ 3425 $ 6000 $ 1475 $ -3712.5 $ 3700
2015 $ 1837.5 $ 2337.5 $ -1000 $ -762.5 $ -2375 $ 587.5 $ 3737.5 $ -6837.5 $ 5600 $ 1562.5 $ -5437.5 $ 1925 $ 1175
2014 $ 5150 $ 3162.5 $ -3837.5 $ 1400 $ -1187.5 $ 975 $ 287.5 $ -1725 $ 4787.5 $ -962.5 $ -3775 $ -3062.5 $ 1212.5
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -237.5 $ 700 $ 3275 $ -350 $ 3275 $ 6662.5

Performance