Solar Condor
REVQSPYL In Production

Performance Summary

Net Profit $615.293,14
Profit Factor 1,74
Total Trades 211
% Operaciones Rentables 58,00%

Risk Analysis

Max Drawdown $-77.966,90
Max Drawdown % (from Money) 7,80%
Sharpe Ratio 0,05
Calmar Ratio 0,10

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

397

From

20/11/07

To

13/02/26

96010201080114012001260132013801440150015601620168017401800186019201980 20/11/0718/05/1126/06/1314/12/1515/08/1829/10/2014/03/2313/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $615.293,14
Gross Profit $1.452.398,07
Gross Loss $-837.104,93
Adjusted Net Profit $394.067,47
Adjusted Gross Profit $1.321.439,75
Adjusted Gross Loss $-927.372,28
Select Net Profit $418.086,65
Select Gross Profit $962.514,23
Select Gross Loss $-544.427,58
Account Size Required $67.149,91
Return on Account 916,00%
Return on Initial Capital 62,00%
Profit Factor 1,74
Adjusted Profit Factor 1,42
Select Profit Factor 1,77
Max # Contracts Held 8.328
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $3.800.724,13
Avg Monthly Return $2.809,56
Monthly Return StDev $0,00
Total # of Trades 211
% Profitable 58,00%
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