Black Cat
REVQAMLPS In Production

Performance Summary

Net Profit $939.110,81
Profit Factor 3,14
Total Trades 122
% Operaciones Rentables 62,00%

Risk Analysis

Max Drawdown $-87.634,45
Max Drawdown % (from Money) 8,76%
Sharpe Ratio 0,16
Calmar Ratio 0,11

Equity Curve

VAMI Information: Statistics and equity curve have been calculated using one million (1,000,000) as the initial reference value. VAMI = Value Added Monthly Index.
Days with data

246

From

28/01/11

To

02/02/26

9601080120013201440156016801800192020402160228024002520 28/01/1105/11/1229/05/1521/08/1709/08/1926/07/2122/09/2302/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $939.110,81
Gross Profit $1.378.085,42
Gross Loss $-438.974,61
Adjusted Net Profit $716.310,30
Adjusted Gross Profit $1.220.008,18
Adjusted Gross Loss $-503.697,89
Select Net Profit $818.632,90
Select Gross Profit $1.029.809,26
Select Gross Loss $-211.176,36
Account Size Required $53.122,07
Return on Account 1.768,00%
Return on Initial Capital 94,00%
Profit Factor 3,14
Adjusted Profit Factor 2,42
Select Profit Factor 4,88
Max # Contracts Held 47.103
Slippage Paid $0,00
Commission Paid $488,00
Open Position P/L $0,00
Annual Rate of Return 6,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $-393.715,34
Avg Monthly Return $5.246,43
Monthly Return StDev $0,00
Total # of Trades 122
% Profitable 62,00%
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