Amesite
REVQMSFTL In Production

Performance Summary

Net Profit $1.050.494,89
Profit Factor 2,23
Total Trades 206
% Operaciones Rentables 60,00%

Risk Analysis

Max Drawdown $-122.319,63
Max Drawdown % (from Money) 12,23%
Sharpe Ratio 0,11
Calmar Ratio 0,07

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

813

From

24/03/04

To

07/01/26

9601080120013201440156016801800192020402160228024002520264027602880 24/03/0427/12/0625/05/1018/07/1303/03/1717/07/2031/03/2307/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.050.494,89
Gross Profit $1.907.653,11
Gross Loss $-857.158,22
Adjusted Net Profit $784.525,29
Adjusted Gross Profit $1.736.340,80
Adjusted Gross Loss $-951.815,51
Select Net Profit $610.458,44
Select Gross Profit $1.183.925,87
Select Gross Loss $-573.467,43
Account Size Required $90.240,22
Return on Account 1.164,00%
Return on Initial Capital 105,00%
Profit Factor 2,23
Adjusted Profit Factor 1,82
Select Profit Factor 2,06
Max # Contracts Held 39.729
Slippage Paid $0,00
Commission Paid $0,00
Open Position P/L $0,00
Annual Rate of Return 5,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $20.418.540,61
Avg Monthly Return $3.994,28
Monthly Return StDev $0,00
Total # of Trades 206
% Profitable 60,00%
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