Blue Dolphin
REVQESL In Production

Performance Summary

Net Profit $1.015.329,10
Profit Factor 2,70
Total Trades 157
% Operaciones Rentables 65,00%

Risk Analysis

Max Drawdown $-137.855,70
Max Drawdown % (from Money) 13,79%
Sharpe Ratio 0,11
Calmar Ratio 0,16

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

466

From

08/03/04

To

05/03/25

960108012001320144015601680180019202040216022802400252026402760 08/03/0405/06/0625/08/0811/04/1108/04/1411/04/1822/11/2105/03/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.015.329,10
Gross Profit $1.611.612,70
Gross Loss $-596.283,60
Adjusted Net Profit $775.352,80
Adjusted Gross Profit $1.452.039,26
Adjusted Gross Loss $-676.686,46
Select Net Profit $599.874,30
Select Gross Profit $942.330,60
Select Gross Loss $-342.456,30
Account Size Required $68.459,00
Return on Account 1.483,00%
Return on Initial Capital 102,00%
Profit Factor 2,70
Adjusted Profit Factor 2,15
Select Profit Factor 2,75
Max # Contracts Held 30
Slippage Paid $0,00
Commission Paid $31.750,40
Open Position P/L $0,00
Annual Rate of Return 5,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $4.616.610,06
Avg Monthly Return $4.013,16
Monthly Return StDev $0,00
Total # of Trades 157
% Profitable 65,00%
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