DETTAGLIO STRATEGIA

RT_MSP_CME_035

Strategia RT_MSP_CME_035 su strumento finanziario: MSP

Summary Statistics

Strumento Profit Factor P/L Totale Max Drawdown Winning Rate (%)
MSP 1.27 24,062.50 $ -9,987.50 $ 59.38
Operazioni Totali Avg. Win Trade Avg. Losing Trade Avg. Trade Data Inizio Data Ultima
224 707.14 $ -965.66 $ 107.42 $ 2019-03-18 05:00:01 2021-12-20 22:58:02
Current Drawdown Time in Market Night in Market Avg. Contract Max Intraday Max Overnight
0.00 $ 6.66 0.89 53.71 1 1
Ratio Win/Los Trades by Day Sharpe Ratio WLF
-0.87 1.03 0.09 0.65

Monthly P/L

Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic Totale
2021 $ 575 $ 2625 $ -1213 $ 325 $ -3975 $ -1738 $ 500 $ 788 $ -7300 $ 5338 $ 4050 $ -2888 $ -2913
2020 $ 8625 $ 75 $ 0 $ 0 $ 0 $ 1350 $ 5888 $ 7338 $ 4388 $ -2950 $ -925 $ 2263 $ 26050
2019 $ 0 $ 0 $ 2713 $ 4488 $ -2925 $ -963 $ -275 $ -975 $ 1450 $ -3113 $ 2725 $ -2200 $ 925

Performance

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