Beta

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 1.22 463.97 $ 0.00 $ 61.29
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
31 0.01 $ -175.26 $ 14.97 $ 2019-02-01 12:03:40 2019-08-05 15:30:02
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 1.35 1.79 0.06 -224 -224
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.77 1.55 0.06 0.83

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 0 $ 556.14 $ -184.65 $ 336.81 $ -707.37 $ -80.92 $ 0 $ 543.96 $ 0 $ 0 $ 0 $ 0 $ 463.96999999999997

Performance