Green Turtle
REVQXLKL In Production

Performance Summary

Net Profit $2.248.680,92
Profit Factor 1,95
Total Trades 612
% Operaciones Rentables 63,00%

Risk Analysis

Max Drawdown $-102.874,35
Max Drawdown % (from Money) 10,29%
Sharpe Ratio 0,27
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

1620

From

27/04/04

To

13/02/26

48096014401920240028803360384043204800528057606240672072007680816086409120 27/04/0424/07/0630/12/0804/04/1230/06/1508/02/1907/06/2213/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.248.680,92
Gross Profit $4.606.283,72
Gross Loss $-2.357.602,80
Adjusted Net Profit $1.857.356,84
Adjusted Gross Profit $4.372.133,16
Adjusted Gross Loss $-2.514.776,32
Select Net Profit $1.773.165,24
Select Gross Profit $2.988.840,02
Select Gross Loss $-1.215.674,78
Account Size Required $87.296,21
Return on Account 2.576,00%
Return on Initial Capital 225,00%
Profit Factor 1,95
Adjusted Profit Factor 1,74
Select Profit Factor 2,46
Max # Contracts Held 52.576
Slippage Paid $0,00
Commission Paid $2.448,00
Open Position P/L $0,00
Annual Rate of Return 10,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $6.069.654,16
Avg Monthly Return $8.582,75
Monthly Return StDev $0,00
Total # of Trades 612
% Profitable 63,00%
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