DETTAGLIO STRATEGIA
RT_SM_SOFFEX_004
Strategia RT_SM_SOFFEX_004 su strumento finanziario: SM
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| SM | 1.04 | 11,840.00 | 11,840.00 | 40.35 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 902 | 659.32 | -498.27 | -498.27 | 2013-08-13 18:00:14 | 2021-12-28 15:59:59 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -10.00 | 21.26 | 69.89 | 6.56 | -2 | -2 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.54 | 1.81 | 0.01 | 0.03 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -4070 | 3720 | 3400 | -4840 | -2300 | -2110 | 1410 | -640 | 3070 | -1480 | 7040 | 6100 | 9300 |
| 2020 | 870 | 2340 | -17760 | -12190 | -720 | -1580 | -7530 | -6700 | -1910 | 290 | 7220 | -1490 | -39160 |
| 2019 | 1480 | -2930 | -770 | -1330 | 4270 | 1040 | 190 | -120 | 210 | 1830 | -1360 | -580 | 1930 |
| 2018 | -2360 | -1190 | 3340 | 1380 | -3070 | 3840 | -2280 | -2530 | 2220 | 520 | 3070 | 1150 | 4090 |
| 2017 | -1330 | 440 | -1550 | -570 | 8570 | 540 | -3390 | 720 | 480 | 1180 | -1610 | 2520 | 6000 |
| 2016 | 3840 | 3630 | -2320 | -1970 | 6020 | -1190 | 1720 | -320 | -2630 | 40 | 940 | -900 | 6860 |
| 2015 | 2710 | -4710 | -4720 | -1470 | 3040 | -3020 | 5100 | -50 | 3310 | -920 | -710 | -1260 | -2700 |
| 2014 | -260 | 2060 | 50 | 0 | 2990 | 560 | 660 | -1360 | 4150 | 3450 | -3160 | 2500 | 11640 |
| 2013 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2010 | 3000 | 1570 | 2030 | 5270 | 13880 |