DETTAGLIO STRATEGIA
RT_HO_NYMEX_003
Strategia RT_HO_NYMEX_003 su strumento finanziario: HO
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| HO | 0.97 | -8,370.60 $ | -40,836.60 $ | 35.27 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 448 | 1,585.78 $ | -897.82 $ | -18.68 $ | 2014-02-03 05:32:58 | 2020-03-24 10:30:03 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -30,420.60 $ | 6.75 | 12.08 | -6.26 | 3 | -3 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.78 | 2.25 | -0.01 | -0.03 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | $ 15800 | $ -14734 | $ -9416 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -8350 |
| 2019 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 832 | $ 2537 | $ -5057 | $ -8896 | $ -3007 | $ 5804 | $ -7787 |
| 2018 | $ -2533 | $ 4557 | $ -3872 | $ -3906 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -5754 |
| 2017 | $ -1504 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -1504 |
| 2016 | $ 0 | $ 0 | $ 0 | $ -357 | $ 7232 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 945 | $ 7820 |
| 2015 | $ -9505 | $ 8585 | $ -24494 | $ -273 | $ 202 | $ 3083 | $ 13247 | $ 0 | $ -5909 | $ 0 | $ 0 | $ 0 | $ -15065 |
| 2014 | $ 0 | $ 1268 | $ -2054 | $ 0 | $ -5746 | $ 13406 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 15393 | $ 22268 |