Iron Raven
REVQSPYL In Production

Performance Summary

Net Profit $955.450,35
Profit Factor 1,76
Total Trades 249
% Operaciones Rentables 71,00%

Risk Analysis

Max Drawdown $-89.687,05
Max Drawdown % (from Money) 8,97%
Sharpe Ratio 0,09
Calmar Ratio 0,04

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

896

From

29/04/04

To

06/02/26

96010801200132014401560168018001920204021602280240025202640 29/04/0414/06/0603/03/0910/10/1207/05/1511/03/1922/08/2206/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $955.450,35
Gross Profit $2.215.726,36
Gross Loss $-1.260.276,01
Adjusted Net Profit $640.929,54
Adjusted Gross Profit $2.048.709,70
Adjusted Gross Loss $-1.407.780,16
Select Net Profit $365.111,78
Select Gross Profit $1.405.859,71
Select Gross Loss $-1.040.747,93
Account Size Required $77.680,15
Return on Account 1.230,00%
Return on Initial Capital 96,00%
Profit Factor 1,76
Adjusted Profit Factor 1,46
Select Profit Factor 1,35
Max # Contracts Held 10.175
Slippage Paid $0,00
Commission Paid $996,00
Open Position P/L $0,00
Annual Rate of Return 4,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $5.167.635,75
Avg Monthly Return $3.674,81
Monthly Return StDev $0,00
Total # of Trades 249
% Profitable 71,00%
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