RT_MSP_CME_024
Strategia RT_MSP_CME_024 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.19 | 7,537.50 $ | -12,787.50 $ | 70.37 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 54 | 1,245.49 $ | -2,528.13 $ | 139.58 $ | 2014-01-28 00:00:00 | 2019-08-09 15:29:59 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -11,225.00 $ | 4.26 | 12.01 | 69.79 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.5 | 1 | 0.07 | 0.1 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ -3175 | $ 750 | $ -2537.5 | $ 0 | $ 1512.5 | $ 1637.5 | $ 0 | $ -2650 | $ 0 | $ 0 | $ 0 | $ 0 | $ -4462.5 |
| 2018 | $ 512.5 | $ 1700 | $ -4012.5 | $ 3562.5 | $ 800 | $ 0 | $ -1425 | $ 0 | $ 0 | $ -8300 | $ 0 | $ 925 | $ -6237.5 |
| 2017 | $ 0 | $ 0 | $ 662.5 | $ 650 | $ 1875 | $ 1125 | $ 1550 | $ 2387.5 | $ 0 | $ 0 | $ 337.5 | $ 0 | $ 8587.5 |
| 2016 | $ 0 | $ 1725 | $ -1250 | $ 312.5 | $ 800 | $ 550 | $ 0 | $ 612.5 | $ 2025 | $ 712.5 | $ 212.5 | $ 0 | $ 5700 |
| 2015 | $ 1312.5 | $ 0 | $ 1112.5 | $ 0 | $ 0 | $ 1175 | $ 1250 | $ 0 | $ 0 | $ -712.5 | $ 0 | $ 0 | $ 4137.5 |
| 2014 | $ 0 | $ 862.5 | $ 0 | $ 637.5 | $ 0 | $ 0 | $ 0 | $ 0 | $ 25 | $ -4712.5 | $ 0 | $ 3000 | $ -187.5 |