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DETTAGLIO STRATEGIA

RT_VXX_ARCA_004

Strategia RT_VXX_ARCA_004 su strumento finanziario: VXX

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
VXX 1.68 1,392.12 $ 0.00 $ 65.63
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
32 325.44 $ -187.42 $ 43.50 $ 2019-02-07 09:41:19 2019-10-01 15:30:00
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 1.65 3.91 0.14 314 -256
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.88 1.28 0.17 1.85

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ 0 $ 315 $ -335 $ 697 $ -815 $ -72 $ 0 $ 831 $ 548 $ 223 $ 0 $ 0 $ 1392

Performance