Ice Snake
REVQIWML In Production

Performance Summary

Net Profit $2.009.860,35
Profit Factor 1,89
Total Trades 415
% Operaciones Rentables 60,00%

Risk Analysis

Max Drawdown $-131.835,63
Max Drawdown % (from Money) 13,18%
Sharpe Ratio 0,24
Calmar Ratio 0,11

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

1104

From

04/12/07

To

29/01/26

9601440192024002880336038404320480052805760624067207200 04/12/0722/04/1027/08/1207/07/1501/03/1810/03/2111/07/2329/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.009.860,35
Gross Profit $4.256.062,12
Gross Loss $-2.246.201,77
Adjusted Net Profit $1.565.783,82
Adjusted Gross Profit $3.985.801,91
Adjusted Gross Loss $-2.420.018,08
Select Net Profit $966.389,06
Select Gross Profit $2.613.537,78
Select Gross Loss $-1.647.148,72
Account Size Required $113.018,97
Return on Account 1.778,00%
Return on Initial Capital 201,00%
Profit Factor 1,89
Adjusted Profit Factor 1,65
Select Profit Factor 1,59
Max # Contracts Held 17.561
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 9,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $2.496.700,11
Avg Monthly Return $9.262,03
Monthly Return StDev $0,00
Total # of Trades 415
% Profitable 60,00%
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