Solar Condor
REVQDIAL In Production

Performance Summary

Net Profit $402.077,65
Profit Factor 1,77
Total Trades 206
% Operaciones Rentables 56,00%

Risk Analysis

Max Drawdown $-54.491,60
Max Drawdown % (from Money) 5,45%
Sharpe Ratio -0,01
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

395

From

20/11/07

To

13/02/26

9601020108011401200126013201380144015001560 20/11/0719/05/1113/06/1308/12/1502/07/1828/09/2010/03/2313/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $402.077,65
Gross Profit $921.080,12
Gross Loss $-519.002,47
Adjusted Net Profit $261.849,84
Adjusted Gross Profit $835.559,98
Adjusted Gross Loss $-573.710,13
Select Net Profit $285.553,56
Select Gross Profit $641.472,30
Select Gross Loss $-355.918,74
Account Size Required $49.867,12
Return on Account 806,00%
Return on Initial Capital 40,00%
Profit Factor 1,77
Adjusted Profit Factor 1,46
Select Profit Factor 1,80
Max # Contracts Held 8.169
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 2,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $2.798.282,93
Avg Monthly Return $1.835,97
Monthly Return StDev $0,00
Total # of Trades 206
% Profitable 56,00%
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