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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

Performance