DETTAGLIO STRATEGIA
RT_MSP_CME_018
Strategia RT_MSP_CME_018 su strumento finanziario: MSP
Summary Statistics
| Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
|---|---|---|---|---|
| MSP | 1.01 | 1,912.50 $ | -29,637.50 $ | 59.46 |
| Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
|---|---|---|---|---|---|
| 296 | 1,467.69 $ | -2,554.69 $ | 6.46 $ | 2014-10-13 16:45:13 | 2021-12-13 08:00:08 |
| Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
|---|---|---|---|---|---|
| -25,775.00 $ | 10.6 | 70.07 | 3.23 | 1 | 1 |
| Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
|---|---|---|---|
| -0.69 | 1.08 | 0 | 0 |
Monthly P/L
| Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | $ 9988 | $ 3238 | $ 7663 | $ -2688 | $ 1075 | $ 1563 | $ 1013 | $ 2450 | $ 2425 | $ 3075 | $ 5425 | $ 5825 | $ 41050 |
| 2020 | $ 988 | $ 4163 | $ -22400 | $ -1713 | $ 1525 | $ -10050 | $ 5688 | $ 925 | $ -9488 | $ -3613 | $ -11188 | $ -5925 | $ -51088 |
| 2019 | $ -7775 | $ 1275 | $ 2625 | $ 2425 | $ 375 | $ -7513 | $ 3525 | $ -1575 | $ -3988 | $ 2188 | $ -3625 | $ -1038 | $ -13100 |
| 2018 | $ -1425 | $ 1488 | $ 3225 | $ 2375 | $ -1963 | $ -4100 | $ -3038 | $ 1588 | $ 2138 | $ -8763 | $ -3163 | $ -1975 | $ -13613 |
| 2017 | $ 1300 | $ 1200 | $ -2838 | $ 288 | $ 1713 | $ 2738 | $ 988 | $ 775 | $ -75 | $ -625 | $ 463 | $ -3825 | $ 2100 |
| 2016 | $ -1525 | $ -2088 | $ 4738 | $ 863 | $ 4063 | $ 25 | $ 4875 | $ -25 | $ -763 | $ 138 | $ 12763 | $ -2338 | $ 20725 |
| 2015 | $ 6388 | $ 1225 | $ 1075 | $ 3213 | $ 675 | $ 4650 | $ 3500 | $ 1888 | $ 1475 | $ 2250 | $ -5750 | $ 2250 | $ 22838 |
| 2014 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ -5088 | $ -1913 | $ -7000 |