Black Cat
REVQEMLCS In Production

Performance Summary

Net Profit $439.987,80
Profit Factor 3,46
Total Trades 166
% Operaciones Rentables 59,00%

Risk Analysis

Max Drawdown $-33.913,02
Max Drawdown % (from Money) 3,39%
Sharpe Ratio 0,08
Calmar Ratio 0,26

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

334

From

13/05/11

To

02/02/26

9901020105010801110114011701200123012601290132013501380141014401470150015301560 13/05/1119/08/1320/07/1520/10/1708/11/1929/11/2114/08/2302/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $439.987,80
Gross Profit $618.715,25
Gross Loss $-178.727,45
Adjusted Net Profit $355.814,23
Adjusted Gross Profit $556.215,57
Adjusted Gross Loss $-200.401,34
Select Net Profit $372.132,15
Select Gross Profit $476.123,40
Select Gross Loss $-103.991,25
Account Size Required $24.305,72
Return on Account 1.810,00%
Return on Initial Capital 44,00%
Profit Factor 3,46
Adjusted Profit Factor 2,78
Select Profit Factor 4,58
Max # Contracts Held 43.402
Slippage Paid $0,00
Commission Paid $664,00
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $-513.328,40
Avg Monthly Return $2.514,22
Monthly Return StDev $0,00
Total # of Trades 166
% Profitable 59,00%
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