Beta

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 1.9 5,684.40 $ -3,460.38 $ 50
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
54 1,922.46 $ -233.43 $ 105.27 $ 2018-12-21 20:30:00 2019-08-09 19:30:02
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-75.90 $ 3.02 2.5 0.14 -2510 -2510
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.9 1.08 0.12 2.59

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 3894.97 $ -55.05 $ 81.94 $ 102.27 $ 31.34 $ 22.43 $ -21.27 $ -72.99 $ 0 $ 0 $ 0 $ 0 $ 3983.64
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 1700.76 $ 1700.76

Performance