DETTAGLIO STRATEGIA
RT_SM_SOFFEX_005
Strategia RT_SM_SOFFEX_005 su strumento finanziario: SM
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| SM | 1.17 | 45,680.00 | 45,680.00 | 39.86 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 888 | 704.42 | -509.74 | -509.74 | 2013-08-13 18:00:14 | 2021-12-28 16:00:00 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -10.00 | 21.28 | 69.78 | 25.72 | 6 | 6 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.76 | 1.79 | 0.04 | 0.14 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -4080 | 3740 | 3380 | -4880 | -2300 | -2110 | 1410 | -620 | 3070 | -1480 | 7010 | 6080 | 9220 |
| 2020 | 10240 | 2350 | -17750 | -12150 | -720 | 2570 | 1590 | -6680 | 5990 | 290 | 18310 | -1490 | 2550 |
| 2019 | 1470 | -2940 | -780 | -2410 | 4460 | 40 | 200 | -130 | 190 | 1830 | -1360 | -580 | -10 |
| 2018 | -2340 | -1220 | 3340 | 1360 | -2990 | 1360 | -2280 | -2530 | 2240 | 550 | 3070 | 1180 | 1740 |
| 2017 | -1300 | 460 | -1550 | -580 | 8580 | 510 | -3390 | 700 | 480 | 1180 | -1620 | 2520 | 5990 |
| 2016 | 3860 | 3590 | -2380 | -1980 | 6020 | -1230 | 1700 | -330 | -2650 | 40 | 1050 | -900 | 6790 |
| 2015 | 2640 | -4690 | -4710 | -1530 | 3010 | -6310 | 5100 | -40 | 3320 | -920 | -740 | -1250 | -6120 |
| 2014 | -260 | 2060 | 40 | 0 | 3000 | 560 | 620 | -1290 | 4110 | 3420 | -3100 | 2500 | 11660 |
| 2013 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2010 | 3000 | 1570 | 2010 | 5270 | 13860 |