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RT_USE_CME_002

Strategia RT_USE_CME_002 su strumento finanziario: USE

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
USE 1.37 17,637.50 $ -6,175.00 $ 56.8
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
294 399.33 $ -377.31 $ 59.99 $ 2013-08-15 17:00:04 2019-08-16 21:00:12
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,481.25 $ 10.66 0.52 27.73 2 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.04 1.11 0.12 0.48

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -556.25 $ 443.75 $ 0 $ 62.5 $ 1100 $ 175 $ -656.25 $ -1418.75 $ 0 $ 0 $ 0 $ 0 $ -850
2018 $ -1281.25 $ 1700 $ 831.25 $ 425 $ -168.75 $ 3043.75 $ 925 $ 443.75 $ 175 $ -462.5 $ 462.5 $ -618.75 $ 5475
2017 $ -1668.75 $ 431.25 $ -206.25 $ 118.75 $ 493.75 $ -487.5 $ 1712.5 $ 537.5 $ 2806.25 $ 0 $ -4068.75 $ -462.5 $ -793.75
2016 $ 268.75 $ 756.25 $ -18.75 $ 743.75 $ 1550 $ 137.5 $ 593.75 $ 1237.5 $ 1912.5 $ 1293.75 $ -750 $ 2131.25 $ 9856.25
2015 $ -1187.5 $ 475 $ 2150 $ -300 $ -1700 $ 1437.5 $ 1175 $ -1037.5 $ 50 $ 1850 $ 2150 $ -1775 $ 3287.5
2014 $ 1225 $ -75 $ -687.5 $ 1125 $ -112.5 $ -862.5 $ -512.5 $ -250 $ 1050 $ -1125 $ 662.5 $ 825 $ 1262.5
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 1287.5 $ 0 $ 50 $ -487.5 $ -1450 $ -600

Performance