DETTAGLIO STRATEGIA
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 | 1.39 | 19,018.75 $ | -6,175.00 $ | 57.43 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 303 | 399.33 $ | -375.48 $ | 62.77 $ | 2013-08-15 17:00:04 | 2019-10-24 21:00:32 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -1,481.25 $ | 10.58 | 0.5 | 28.99 | 2 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.03 | 1.11 | 0.12 | 0.5 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ -556 | $ 444 | $ 0 | $ 63 | $ 1100 | $ 175 | $ -656 | $ -969 | $ 644 | $ 288 | $ 0 | $ 0 | $ 531 |
| 2018 | $ -1281 | $ 1700 | $ 831 | $ 425 | $ -169 | $ 3044 | $ 925 | $ 444 | $ 175 | $ -463 | $ 463 | $ -619 | $ 5475 |
| 2017 | $ -1669 | $ 431 | $ -206 | $ 119 | $ 494 | $ -488 | $ 1713 | $ 538 | $ 2806 | $ 0 | $ -4069 | $ -463 | $ -794 |
| 2016 | $ 269 | $ 756 | $ -19 | $ 744 | $ 1550 | $ 138 | $ 594 | $ 1238 | $ 1913 | $ 1294 | $ -750 | $ 2131 | $ 9856 |
| 2015 | $ -1188 | $ 475 | $ 2150 | $ -300 | $ -1700 | $ 1438 | $ 1175 | $ -1038 | $ 50 | $ 1850 | $ 2150 | $ -1775 | $ 3288 |
| 2014 | $ 1225 | $ -75 | $ -688 | $ 1125 | $ -113 | $ -863 | $ -513 | $ -250 | $ 1050 | $ -1125 | $ 663 | $ 825 | $ 1263 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 1288 | $ 0 | $ 50 | $ -488 | $ -1450 | $ -600 |