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RT_USE_CME_001

Strategia RT_USE_CME_001 su strumento finanziario: USE

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
USE 1.39 16,343.75 $ -5,381.25 $ 54.68
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
278 392.31 $ -332.84 $ 58.79 $ 2013-08-15 17:00:05 2019-08-16 21:00:32
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-1,137.50 $ 10.66 0.52 29.4 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.15 1.05 0.12 0.51

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -156.25 $ 450 $ -6.25 $ -93.75 $ 806.25 $ 181.25 $ -637.5 $ -743.75 $ 0 $ 0 $ 0 $ 0 $ -200
2018 $ -725 $ 2087.5 $ 850 $ 425 $ -362.5 $ 1762.5 $ 1150 $ 175 $ -62.5 $ -468.75 $ 75 $ -500 $ 4406.25
2017 $ -806.25 $ 418.75 $ -156.25 $ 81.25 $ 506.25 $ -543.75 $ 856.25 $ 481.25 $ 1531.25 $ 0 $ -4056.25 $ -231.25 $ -1918.75
2016 $ 431.25 $ 1062.5 $ 1112.5 $ 743.75 $ 593.75 $ 131.25 $ 937.5 $ 1475 $ 1943.75 $ 1131.25 $ -1312.5 $ 1581.25 $ 9831.25
2015 $ -1162.5 $ 450 $ 2325 $ 237.5 $ -1650 $ 2225 $ -75 $ -500 $ -312.5 $ 1862.5 $ 1162.5 $ -900 $ 3662.5
2014 $ 1200 $ -62.5 $ -362.5 $ 1275 $ -87.5 $ -300 $ -325 $ -262.5 $ 275 $ -1100 $ 262.5 $ 800 $ 1312.5
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 1250 $ 0 $ 37.5 $ -500 $ -1537.5 $ -750

Performance