Amesite
REVQAAPLL In Production

Performance Summary

Net Profit $884.274,43
Profit Factor 1,81
Total Trades 174
% Operaciones Rentables 57,00%

Risk Analysis

Max Drawdown $-103.836,67
Max Drawdown % (from Money) 10,38%
Sharpe Ratio 0,06
Calmar Ratio 0,04

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

649

From

20/05/04

To

15/12/25

960108012001320144015601680180019202040216022802400 20/05/0413/12/0722/03/1117/12/1306/12/1620/07/2005/05/2315/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $884.274,43
Gross Profit $1.974.486,04
Gross Loss $-1.090.211,61
Adjusted Net Profit $560.091,30
Adjusted Gross Profit $1.777.037,44
Adjusted Gross Loss $-1.216.946,14
Select Net Profit $609.493,82
Select Gross Profit $1.376.180,60
Select Gross Loss $-766.686,78
Account Size Required $85.303,42
Return on Account 1.037,00%
Return on Initial Capital 88,00%
Profit Factor 1,81
Adjusted Profit Factor 1,46
Select Profit Factor 1,79
Max # Contracts Held 65.000
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 $527.021.276,60
Avg Monthly Return $3.401,06
Monthly Return StDev $0,00
Total # of Trades 174
% Profitable 57,00%
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