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RT_NG_NYMEX_001

Strategia RT_NG_NYMEX_001 su strumento finanziario: NG

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
NG 1.19 21,750.60 $ -8,760.00 $ 30
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
710 689.63 $ -232.41 $ 30.63 $ 2013-08-13 14:06:05 2019-08-12 13:56:01
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-8,490.00 $ 35.14 16.71 15.32 -1 -1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-2.77 1.05 0.05 0.41

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2019 $ -250 $ 60 $ 260 $ 230 $ 70 $ 330 $ -50 $ 1730 $ 0 $ 0 $ 0 $ 0 $ 2380
2018 $ -2930 $ 3250 $ 470 $ -80 $ -90 $ -630 $ -490 $ 80 $ 390 $ -610 $ -4520 $ -1460 $ -6620
2017 $ 4359.8 $ 1170.1 $ -1560.1 $ -869.5 $ 2460.2 $ -920.1 $ -1600.1 $ -559.7 $ 1659.7 $ 570.2 $ 1790 $ -1460.1 $ 5040.4
2016 $ 160 $ -1269.8 $ -1329.9 $ 430.3 $ 899.5 $ 509.9 $ -1169.9 $ 390.2 $ -1219.9 $ 1130.1 $ 1409.9 $ -810.2 $ -869.8000000000004
2015 $ -3310 $ 430 $ -790 $ -570 $ -1160 $ 2330 $ 920 $ -410 $ -1100 $ 2950 $ -730 $ 3450 $ 2010
2014 $ 5660 $ 1280 $ 230 $ 850 $ -1010 $ 600 $ 1430 $ 1190 $ 1190 $ -840 $ 1360 $ 8260 $ 20200
2013 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ -1100 $ 2550 $ -1840 $ -390

Performance