DETTAGLIO STRATEGIA
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 | 1.24 | 9,837.50 $ | -12,787.50 $ | 70.91 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 55 | 1,245.49 $ | -2,528.13 $ | 178.86 $ | 2014-01-28 00:00:00 | 2019-10-11 15:29:59 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -11,225.00 $ | 4.23 | 12.08 | 89.43 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.51 | 1 | 0.09 | 0.13 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ -3175 | $ 750 | $ -2538 | $ 0 | $ 1513 | $ 1638 | $ 0 | $ -2650 | $ 0 | $ 2300 | $ 0 | $ 0 | $ -2163 |
| 2018 | $ 513 | $ 1700 | $ -4013 | $ 3563 | $ 800 | $ 0 | $ -1425 | $ 0 | $ 0 | $ -8300 | $ 0 | $ 925 | $ -6238 |
| 2017 | $ 0 | $ 0 | $ 663 | $ 650 | $ 1875 | $ 1125 | $ 1550 | $ 2388 | $ 0 | $ 0 | $ 338 | $ 0 | $ 8588 |
| 2016 | $ 0 | $ 1725 | $ -1250 | $ 313 | $ 800 | $ 550 | $ 0 | $ 613 | $ 2025 | $ 713 | $ 213 | $ 0 | $ 5700 |
| 2015 | $ 1313 | $ 0 | $ 1113 | $ 0 | $ 0 | $ 1175 | $ 1250 | $ 0 | $ 0 | $ -713 | $ 0 | $ 0 | $ 4138 |
| 2014 | $ 0 | $ 863 | $ 0 | $ 638 | $ 0 | $ 0 | $ 0 | $ 0 | $ 25 | $ -4713 | $ 0 | $ 3000 | $ -188 |