Green Turtle
REVQAMATL In Production

Performance Summary

Net Profit $2.921.665,18
Profit Factor 1,73
Total Trades 621
% Operaciones Rentables 58,00%

Risk Analysis

Max Drawdown $-183.266,85
Max Drawdown % (from Money) 18,33%
Sharpe Ratio 0,22
Calmar Ratio 0,07

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

1628

From

27/04/04

To

09/01/26

09601920288038404800576067207680864096001056011520124801344014400153601632017280 27/04/0419/07/0630/10/0806/03/1209/03/1512/12/1810/05/2209/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.921.665,18
Gross Profit $6.924.004,22
Gross Loss $-4.002.339,04
Adjusted Net Profit $2.309.074,46
Adjusted Gross Profit $6.560.588,25
Adjusted Gross Loss $-4.251.513,78
Select Net Profit $1.762.780,86
Select Gross Profit $3.978.040,01
Select Gross Loss $-2.215.259,15
Account Size Required $173.516,85
Return on Account 1.684,00%
Return on Initial Capital 292,00%
Profit Factor 1,73
Adjusted Profit Factor 1,54
Select Profit Factor 1,80
Max # Contracts Held 65.000
Slippage Paid $0,00
Commission Paid $2.484,00
Open Position P/L $0,00
Annual Rate of Return 13,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $15.717.470,19
Avg Monthly Return $11.151,39
Monthly Return StDev $0,00
Total # of Trades 621
% Profitable 58,00%
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