DETTAGLIO STRATEGIA
RT_VXX_ARCA_001
Strategia RT_VXX_ARCA_001 su strumento finanziario: VXX
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| VXX | 1.43 | 9,634.79 $ | -17,345.32 $ | 40.5 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 200 | 5,308.31 $ | -188.12 $ | 48.17 $ | 2018-12-11 20:31:04 | 2021-12-27 20:24:42 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -366.73 $ | 6.54 | 24.6 | 0.19 | 2866 | 2866 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -2.1 | 1.11 | 0.03 | 0.18 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ -389 | $ 75 | $ -113 | $ 6 | $ 0 | $ 92 | $ -63 | $ -0 | $ 257 | $ 76 | $ 152 | $ -53 | $ 41 |
| 2020 | $ 8 | $ 282 | $ -132 | $ 196 | $ 379 | $ -83 | $ 29 | $ 32 | $ 155 | $ -42 | $ 126 | $ 61 | $ 1011 |
| 2019 | $ 18857 | $ 144 | $ 10 | $ 24 | $ -140 | $ 116 | $ -76 | $ 105 | $ -13 | $ 121 | $ -2 | $ 99 | $ 19246 |
| 2018 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -10663 | $ -10663 |