DETTAGLIO STRATEGIA
RT_VXX_ARCA_003
Strategia RT_VXX_ARCA_003 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 1.64 | 1,355.28 $ | 0.00 $ | 66.67 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 36 | 0.01 $ | -175.26 $ | 37.65 $ | 2019-02-01 12:03:40 | 2019-10-01 15:29:59 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| 0.00 $ | 1.27 | 1.81 | 0.14 | -248 | -248 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.82 | 1.44 | 0.15 | 1.85 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | $ 0 | $ 556 | $ -185 | $ 337 | $ -707 | $ -81 | $ 0 | $ 544 | $ 651 | $ 241 | $ 0 | $ 0 | $ 1355 |