Blue Turkey
REVQMGCL In Production

Performance Summary

Net Profit $961.039,10
Profit Factor 2,89
Total Trades 97
% Operaciones Rentables 77,00%

Risk Analysis

Max Drawdown $-128.918,36
Max Drawdown % (from Money) 12,89%
Sharpe Ratio 0,15
Calmar Ratio 0,06

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

915

From

20/01/11

To

02/02/26

96010801200132014401560168018001920204021602280240025202640 20/01/1102/08/1316/07/1504/07/1702/08/1917/12/2103/01/2402/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $961.039,10
Gross Profit $1.470.027,50
Gross Loss $-508.988,40
Adjusted Net Profit $682.778,25
Adjusted Gross Profit $1.300.283,35
Adjusted Gross Loss $-617.505,09
Select Net Profit $707.753,80
Select Gross Profit $1.095.179,40
Select Gross Loss $-387.425,60
Account Size Required $77.002,10
Return on Account 1.248,00%
Return on Initial Capital 96,00%
Profit Factor 2,89
Adjusted Profit Factor 2,11
Select Profit Factor 2,83
Max # Contracts Held 69
Slippage Paid $0,00
Commission Paid $19.921,90
Open Position P/L $0,00
Annual Rate of Return 6,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $1.673.422,70
Avg Monthly Return $5.309,61
Monthly Return StDev $0,00
Total # of Trades 97
% Profitable 77,00%
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