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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 $ 1.65 2.34 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

Performance