RT_MSP_CME_006
Strategia RT_MSP_CME_006 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.26 | 19,275.00 $ | -17,475.00 $ | 47.62 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 105 | 2,014.19 $ | -1,362.50 $ | 183.57 $ | 2014-10-13 16:44:31 | 2019-08-14 02:15:00 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -3,437.50 $ | 6.05 | 19.78 | 91.79 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.38 | 1.09 | 0.08 | 0.23 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 2512.5 | $ 1625 | $ 4812.5 | $ 2587.5 | $ 4837.5 | $ -5762.5 | $ 1137.5 | $ -600 | $ 0 | $ 0 | $ 0 | $ 0 | $ 11150 |
| 2018 | $ 0 | $ -3300 | $ 6637.5 | $ -2237.5 | $ -2600 | $ -1850 | $ -1562.5 | $ 0 | $ 0 | $ -4987.5 | $ 2312.5 | $ 6925 | $ -662.5 |
| 2016 | $ 2512.5 | $ -3662.5 | $ 500 | $ 0 | $ 0 | $ 0 | $ 4387.5 | $ 0 | $ 0 | $ 0 | $ 4125 | $ 0 | $ 7862.5 |
| 2015 | $ 1375 | $ -950 | $ 0 | $ -12.5 | $ 0 | $ 0 | $ 1337.5 | $ 2700 | $ -537.5 | $ 837.5 | $ -237.5 | $ 1375 | $ 5887.5 |
| 2014 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -3587.5 | $ -1375 | $ -4962.5 |