Beta

RT_MSP_CME_023

Strategia RT_MSP_CME_023 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.04 4,162.50 $ -17,225.00 $ 60.31
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
131 1,543.57 $ -2,249.76 $ 31.77 $ 2014-10-13 16:44:56 2019-08-20 06:00:01
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-17,225.00 $ 8.18 55.58 15.89 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.68 1.02 0.01 0.03

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 1187.5 $ -8250 $ -5612.5 $ 4250 $ 1412.5 $ -2675 $ -3525 $ 3375 $ 0 $ 0 $ 0 $ 0 $ -9837.5
2018 $ -4550 $ 625 $ 587.5 $ 1275 $ -537.5 $ 2400 $ 3637.5 $ 2550 $ 1950 $ 0 $ -7337.5 $ -2075 $ -1475
2017 $ 950 $ 737.5 $ -2225 $ 1562.5 $ 2275 $ -1537.5 $ 1137.5 $ 1350 $ 2425 $ -600 $ 0 $ -5262.5 $ 812.5
2016 $ -4912.5 $ 9512.5 $ 925 $ -1825 $ -262.5 $ 3675 $ 3250 $ 200 $ 4500 $ 337.5 $ 2850 $ -5800 $ 12450
2015 $ 2687.5 $ 2112.5 $ -1362.5 $ -200 $ 1375 $ 1625 $ 2837.5 $ 975 $ -7462.5 $ 3225 $ 1037.5 $ -1187.5 $ 5662.5
2014 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -1912.5 $ -1537.5 $ -3450

Performance