DETTAGLIO STRATEGIA

RT_MSP_CME_027

Strategia RT_MSP_CME_027 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.14 14,175.00 $ -7,825.00 $ 60.68
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
295 634.97 $ -904.53 $ 48.05 $ 2018-01-18 15:43:48 2021-12-29 23:00:02
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
-362.50 $ 8.5 0.74 24.03 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.74 1.07 0.05 0.17

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2021 $ -1763 $ -838 $ 3038 $ 4688 $ 1913 $ -875 $ -3438 $ -2525 $ -11975 $ -238 $ 3338 $ -2363 $ -11038
2020 $ 2713 $ -1300 $ -600 $ 0 $ 0 $ -2863 $ 3725 $ 4050 $ 5000 $ 1638 $ 563 $ 3825 $ 16750
2019 $ 2338 $ 625 $ -763 $ 0 $ 0 $ 1063 $ -263 $ 988 $ -450 $ -1838 $ 4475 $ 625 $ 6800
2018 $ 613 $ -4013 $ 988 $ -2563 $ -125 $ 3588 $ 1663 $ -113 $ 2175 $ -2575 $ -1300 $ 3325 $ 1663

Performance

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