Beta

RT_MSP_CME_018

Strategia RT_MSP_CME_018 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.12 17,000.00 $ -29,637.50 $ 58.15
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
184 1,467.69 $ -1,811.69 $ 92.39 $ 2014-10-13 16:45:13 2019-08-08 20:00:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-25,775.00 $ 9.35 62.32 46.2 2 2
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.81 1.05 0.04 0.12

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -7775 $ 1275 $ 2625 $ 2425 $ 375 $ -7512.5 $ 3525 $ -1575 $ 0 $ 0 $ 0 $ 0 $ -6637.5
2018 $ -1425 $ 1487.5 $ 3225 $ 2375 $ -1962.5 $ -4100 $ -3037.5 $ 1587.5 $ 2137.5 $ -8762.5 $ -3162.5 $ -1975 $ -13612.5
2017 $ 1300 $ 1200 $ -2837.5 $ 287.5 $ 1712.5 $ 2737.5 $ 987.5 $ 775 $ -75 $ -625 $ 462.5 $ -3825 $ 2100
2016 $ -1525 $ -2087.5 $ 4737.5 $ 200 $ 3287.5 $ 25 $ 4875 $ -25 $ -762.5 $ 137.5 $ 12762.5 $ -2312.5 $ 19312.5
2015 $ 6387.5 $ 1225 $ 1075 $ 3212.5 $ 675 $ 4650 $ 3500 $ 1887.5 $ 1475 $ 2250 $ -5750 $ 2250 $ 22837.5
2014 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -5087.5 $ -1912.5 $ -7000

Performance