Green Turtle
REVQQQQL In Production

Performance Summary

Net Profit $1.075.430,53
Profit Factor 1,71
Total Trades 634
% Operaciones Rentables 62,00%

Risk Analysis

Max Drawdown $-62.577,27
Max Drawdown % (from Money) 6,26%
Sharpe Ratio 0,15
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

1657

From

27/04/04

To

13/02/26

96010801200132014401560168018001920204021602280240025202640276028803000 27/04/0407/07/0610/11/0815/03/1210/04/1530/04/1917/06/2213/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.075.430,53
Gross Profit $2.597.965,12
Gross Loss $-1.522.534,59
Adjusted Net Profit $846.228,14
Adjusted Gross Profit $2.467.247,31
Adjusted Gross Loss $-1.621.019,17
Select Net Profit $743.491,87
Select Gross Profit $1.686.057,96
Select Gross Loss $-942.566,09
Account Size Required $55.207,06
Return on Account 1.948,00%
Return on Initial Capital 108,00%
Profit Factor 1,71
Adjusted Profit Factor 1,52
Select Profit Factor 1,79
Max # Contracts Held 20.442
Slippage Paid $0,00
Commission Paid $2.536,00
Open Position P/L $0,00
Annual Rate of Return 5,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $16.252.491,69
Avg Monthly Return $4.104,70
Monthly Return StDev $0,00
Total # of Trades 634
% Profitable 62,00%
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