Beta

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

Performance