Blue Dolphin
REVQNQL In Production

Performance Summary

Net Profit $1.341.348,20
Profit Factor 3,04
Total Trades 152
% Operaciones Rentables 76,00%

Risk Analysis

Max Drawdown $-188.447,68
Max Drawdown % (from Money) 18,84%
Sharpe Ratio 0,13
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

525

From

08/03/04

To

19/12/25

960120014401680192021602400264028803120336036003840 08/03/0408/06/0622/09/0813/06/1114/10/1405/12/1721/02/2219/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.341.348,20
Gross Profit $1.999.921,60
Gross Loss $-658.573,40
Adjusted Net Profit $1.045.897,91
Adjusted Gross Profit $1.814.233,54
Adjusted Gross Loss $-768.335,63
Select Net Profit $1.035.113,80
Select Gross Profit $1.345.892,40
Select Gross Loss $-310.778,60
Account Size Required $150.005,20
Return on Account 894,00%
Return on Initial Capital 134,00%
Profit Factor 3,04
Adjusted Profit Factor 2,36
Select Profit Factor 4,33
Max # Contracts Held 40
Slippage Paid $0,00
Commission Paid $39.195,20
Open Position P/L $0,00
Annual Rate of Return 6,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $12.293.918,31
Avg Monthly Return $5.119,65
Monthly Return StDev $0,00
Total # of Trades 152
% Profitable 76,00%
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