Ice Snake
REVQDIAL In Production

Performance Summary

Net Profit $1.457.416,54
Profit Factor 1,88
Total Trades 394
% Operaciones Rentables 62,00%

Risk Analysis

Max Drawdown $-119.462,28
Max Drawdown % (from Money) 11,95%
Sharpe Ratio 0,19
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

1130

From

26/11/07

To

22/01/26

96012001440168019202160240026402880312033603600384040804320 26/11/0724/02/1010/01/1302/09/1510/04/1817/11/2025/04/2322/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.457.416,54
Gross Profit $3.104.687,15
Gross Loss $-1.647.270,61
Adjusted Net Profit $1.123.200,76
Adjusted Gross Profit $2.906.335,96
Adjusted Gross Loss $-1.783.135,20
Select Net Profit $841.107,46
Select Gross Profit $1.907.751,33
Select Gross Loss $-1.066.643,87
Account Size Required $94.445,88
Return on Account 1.543,00%
Return on Initial Capital 146,00%
Profit Factor 1,88
Adjusted Profit Factor 1,63
Select Profit Factor 1,79
Max # Contracts Held 12.078
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 7,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $2.802.694,75
Avg Monthly Return $6.654,87
Monthly Return StDev $0,00
Total # of Trades 394
% Profitable 62,00%
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