Portafolio - Dual Core - Futures | Portfolio Template

Portafolio - Dual Core - Futures

Portfolio Template · Created 23/09/2025(Updated 28/09/2025)

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

25,35 %

Annualized Volatility

11,70 %

Sharpe

1,99

Max Drawdown

-7,46 %

Sortino

2,68

Diversification

70 %

TRADING AND INVESTING IN FUTURES, SHARES AND ETFs CARRIES SUBSTANTIAL RISKS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS SERVICE IS CLOUD TRADING SOFTWARE TO COMPLEMENT YOUR OWN TRADING. USE IT AT YOUR OWN RISK.

VAMI Equity Curve

Log scale

Monthly P&L Breakdown

Risk Allocations

Active systems (5) · Total allocation: 21,1%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Blue Dolphin	MES	0,14	11,66%	3,26	0,01%	6,60%
Blue Dolphin	MNQ	0,19	9,83%	3,53	0,00%	6,60%
Iron Shark	MES	0,07	3,10%	1,55	0,02%	6,60%
Wise Owl	MES	0,27	19,98%	2,73	0,01%	0,90%
Wise Owl	MNQ	0,29	14,86%	2,05	0,01%	0,40%

Daily Correlations

Diversification by Alphas

P&L Attributions

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