DETTAGLIO STRATEGIA
RT_VXX_ARCA_003
Strategia RT_VXX_ARCA_003 su strumento finanziario: VXX
DETTAGLIO STRATEGIA
Strumento | Profit Factor | P/L Totale | Max Drawdown | Winning Rate (%) |
---|---|---|---|---|
VXX | 1.64 | 1,355.28 $ | 0.00 $ | 66.67 |
Operazioni Totali | Avg. Win Trade | Avg. Losing Trade | Avg. Trade | Data Inizio | Data Ultima |
---|---|---|---|---|---|
36 | 0.01 $ | -175.26 $ | 37.65 $ | 2019-02-01 12:03:40 | 2019-10-01 15:29:59 |
Current Drawdown | Time in Market | Night in Market | Avg. Contract | Max Intraday | Max Overnight |
---|---|---|---|---|---|
0.00 $ | 1.27 | 1.81 | 0.14 | -248 | -248 |
Ratio Win/Los | Trades by Day | Sharpe Ratio | WLF |
---|---|---|---|
-0.82 | 1.44 | 0.15 | 1.85 |
Anno | Gen | Feb | Mar | Apr | Mag | Giu | Lug | Ago | Set | Ott | Nov | Dic | Totale |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | $ 0 | $ 556 | $ -185 | $ 337 | $ -707 | $ -81 | $ 0 | $ 544 | $ 651 | $ 241 | $ 0 | $ 0 | $ 1355 |