Ice Snake
REVQSPYL In Production

Performance Summary

Net Profit $1.745.190,42
Profit Factor 1,99
Total Trades 437
% Operaciones Rentables 54,00%

Risk Analysis

Max Drawdown $-118.315,29
Max Drawdown % (from Money) 11,83%
Sharpe Ratio 0,23
Calmar Ratio 0,08

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

1070

From

05/12/07

To

27/01/26

9601440192024002880336038404320480052805760 05/12/0713/01/1009/07/1205/08/1515/02/1823/11/2008/06/2327/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.745.190,42
Gross Profit $3.499.377,64
Gross Loss $-1.754.187,22
Adjusted Net Profit $1.394.008,42
Adjusted Gross Profit $3.272.546,68
Adjusted Gross Loss $-1.878.538,26
Select Net Profit $541.412,06
Select Gross Profit $2.033.252,22
Select Gross Loss $-1.491.840,16
Account Size Required $108.882,79
Return on Account 1.603,00%
Return on Initial Capital 175,00%
Profit Factor 1,99
Adjusted Profit Factor 1,74
Select Profit Factor 1,36
Max # Contracts Held 11.190
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $1.147,08
Annual Rate of Return 8,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $3.705.063,46
Avg Monthly Return $8.010,72
Monthly Return StDev $0,00
Total # of Trades 437
% Profitable 54,00%
An unhandled error has occurred. Reload 🗙