DETTAGLIO STRATEGIA
RT_VXX_ARCA_002
Strategia RT_VXX_ARCA_002 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 1.87 | 6,753.78 $ | -3,460.38 $ | 53.85 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 221 | 1,922.46 $ | -76.30 $ | 30.56 $ | 2018-12-21 20:30:00 | 2021-12-29 15:30:14 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -75.90 $ | 9.12 | 7.49 | 0.12 | -2510 | -2510 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -1.6 | 1.07 | 0.07 | 0.64 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 24 | $ 33 | $ -1 | $ 31 | $ 216 | $ 12 | $ 92 | $ 77 | $ -58 | $ 4 | $ 4 | $ 25 | $ 459 |
| 2020 | $ -17 | $ -30 | $ 0 | $ 0 | $ 108 | $ 80 | $ -29 | $ -32 | $ 65 | $ 112 | $ 33 | $ 7 | $ 297 |
| 2019 | $ 3895 | $ -55 | $ 82 | $ 102 | $ 31 | $ 22 | $ -21 | $ -26 | $ 108 | $ 126 | $ 86 | $ -52 | $ 4297 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 1701 | $ 1701 |