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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 1.95 6,066.85 $ -3,460.38 $ 56.76
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
74 1,922.46 $ -199.78 $ 81.98 $ 2018-12-21 20:30:00 2019-11-15 15:30:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-75.90 $ 4.11 3.76 0.15 -2510 -2510
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-1.48 1.09 0.11 1.94

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 3895 $ -55 $ 82 $ 102 $ 31 $ 22 $ -21 $ -26 $ 108 $ 126 $ 103 $ 0 $ 4366
2018 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 1701 $ 1701

Performance