DETTAGLIO STRATEGIA
RT_CL_NYMEX_002
Strategia RT_CL_NYMEX_002 su strumento finanziario: CL
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| CL | 0.96 | -1,340.00 $ | -6,290.00 $ | 45.15 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 206 | 334.85 $ | -324.42 $ | -6.50 $ | 2013-08-30 00:41:25 | 2021-01-04 13:08:21 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -2,000.00 $ | 6.79 | 0 | -3.25 | 1 | 0 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.17 | 1 | -0.01 | -0.03 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -480 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -480 |
| 2020 | $ -700 | $ -110 | $ -970 | $ -730 | $ -810 | $ 1510 | $ -460 | $ -30 | $ 1050 | $ 240 | $ -480 | $ -1250 | $ -2740 |
| 2019 | $ -920 | $ 1310 | $ -310 | $ 0 | $ -410 | $ 1410 | $ 2340 | $ 350 | $ 10 | $ -220 | $ 0 | $ -860 | $ 2700 |
| 2018 | $ 0 | $ 30 | $ 120 | $ 200 | $ 110 | $ 1270 | $ -500 | $ -170 | $ 20 | $ 590 | $ 560 | $ -910 | $ 1320 |
| 2017 | $ -1000 | $ -110 | $ 0 | $ 0 | $ -430 | $ 40 | $ -200 | $ 40 | $ -130 | $ -300 | $ 170 | $ -70 | $ -1990 |
| 2016 | $ 460 | $ 1880 | $ -20 | $ 290 | $ 300 | $ -80 | $ 0 | $ 300 | $ 650 | $ -40 | $ -80 | $ -70 | $ 3590 |
| 2015 | $ -1070 | $ -180 | $ 920 | $ 1490 | $ -940 | $ -400 | $ 250 | $ -90 | $ 0 | $ -140 | $ 660 | $ 500 | $ 1000 |
| 2014 | $ -200 | $ -710 | $ -990 | $ -160 | $ 0 | $ -950 | $ -160 | $ -340 | $ 360 | $ -700 | $ -760 | $ -280 | $ -4890 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 40 | $ 110 | $ 150 |