DETTAGLIO STRATEGIA
RT_CL_NYMEX_001
Strategia RT_CL_NYMEX_001 su strumento finanziario: CL
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| CL | 1.4 | 83,849.99 $ | -20,420.00 $ | 37.83 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 415 | 1,825.52 $ | -810.39 $ | 202.05 $ | 2013-08-14 20:09:46 | 2021-12-27 14:00:09 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -980.00 $ | 9.68 | 64.34 | 101.02 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -2.3 | 1.39 | 0.06 | 0.35 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 0 | $ 0 | $ 20960 | $ -2670 | $ -1340 | $ 0 | $ -750 | $ -1000 | $ 0 | $ 0 | $ 9800 | $ 8670 | $ 33670 |
| 2020 | $ -870 | $ 4150 | $ -3430 | $ 13290 | $ 570 | $ 0 | $ 0 | $ 0 | $ 380 | $ -3840 | $ 210 | $ 0 | $ 10460 |
| 2019 | $ 23610 | $ 3080 | $ 0 | $ 8730 | $ -2240 | $ 1930 | $ -4200 | $ -6570 | $ -7700 | $ -4500 | $ -2020 | $ -1220 | $ 8900 |
| 2018 | $ 0 | $ 0 | $ 0 | $ -1330 | $ -30 | $ -4880 | $ 2590 | $ 3060 | $ -2490 | $ 3270 | $ 0 | $ 0 | $ 190 |
| 2016 | $ -2450 | $ -8980 | $ 7390 | $ -2850 | $ 0 | $ 4380 | $ -1700 | $ -5210 | $ -4600 | $ 2630 | $ 0 | $ 0 | $ -11390 |
| 2015 | $ 0 | $ 41420 | $ -4210 | $ 0 | $ 5870 | $ -6220 | $ 0 | $ 14110 | $ -810 | $ -1150 | $ -3570 | $ 6240 | $ 51680 |
| 2014 | $ -4930 | $ 0 | $ 7880 | $ -2420 | $ -280 | $ -3410 | $ 1830 | $ -440 | $ -3760 | $ 0 | $ 0 | $ 0 | $ -5530 |
| 2013 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -590 | $ -3540 | $ -4130 |