Beta

RT_CL_NYMEX_006

Strategia RT_CL_NYMEX_006 su strumento finanziario: CL

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
CL 2.69 3,060.00 $ -360.00 $ 31.71
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
41 430.00 $ -64.64 $ 74.63 $ 2018-02-28 16:39:26 2019-08-06 20:28:52
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-210.00 $ 1.79 0.28 37.32 -1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-5.8 1.03 0.21 3.86

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -80 $ 30 $ -110 $ 1120 $ -350 $ -120 $ 150 $ 60 $ 0 $ 0 $ 0 $ 0 $ 700
2018 $ 0 $ 0 $ 1050 $ -360 $ 560 $ 0 $ -170 $ 120 $ 1320 $ -120 $ 0 $ -40 $ 2360

Performance