Amesite
REVQSPYL In Production

Performance Summary

Net Profit $824.694,29
Profit Factor 2,93
Total Trades 156
% Operaciones Rentables 71,00%

Risk Analysis

Max Drawdown $-74.344,50
Max Drawdown % (from Money) 7,43%
Sharpe Ratio 0,10
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

522

From

21/04/04

To

18/12/25

96010801200132014401560168018001920204021602280 21/04/0428/04/0624/07/0825/09/1212/08/1615/01/2007/06/2218/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $824.694,29
Gross Profit $1.251.045,25
Gross Loss $-426.350,96
Adjusted Net Profit $641.675,50
Adjusted Gross Profit $1.132.301,29
Adjusted Gross Loss $-490.625,79
Select Net Profit $626.285,95
Select Gross Profit $920.422,81
Select Gross Loss $-294.136,86
Account Size Required $58.000,90
Return on Account 1.422,00%
Return on Initial Capital 82,00%
Profit Factor 2,93
Adjusted Profit Factor 2,31
Select Profit Factor 3,13
Max # Contracts Held 9.098
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 4,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $5.145.098,04
Avg Monthly Return $3.159,75
Monthly Return StDev $0,00
Total # of Trades 156
% Profitable 71,00%
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