Blue Dolphin
REVQSPYL
In Production
Performance Summary
| Net Profit | $876.566,46 |
| Profit Factor | 4,00 |
| Total Trades | 141 |
| % Operaciones Rentables | 67,00% |
Risk Analysis
| Max Drawdown | $-38.270,36 |
| Max Drawdown % (from Money) | 3,83% |
| Sharpe Ratio | 0,10 |
| Calmar Ratio | 0,16 |
Equity Curve
Days with data
327
From
08/03/04
To
16/12/25
VAMI (Cumulative Value)
Detailed Statistics
| Net Profit | $876.566,46 |
| Gross Profit | $1.168.480,97 |
| Gross Loss | $-291.914,51 |
| Adjusted Net Profit | $713.642,40 |
| Adjusted Gross Profit | $1.048.597,35 |
| Adjusted Gross Loss | $-334.954,96 |
| Select Net Profit | $516.725,21 |
| Select Gross Profit | $683.923,85 |
| Select Gross Loss | $-167.198,64 |
| Account Size Required | $29.895,50 |
| Return on Account | 2.932,00% |
| Return on Initial Capital | 88,00% |
| Profit Factor | 4,00 |
| Adjusted Profit Factor | 3,13 |
| Select Profit Factor | 4,09 |
| Max # Contracts Held | 11.190 |
| Slippage Paid | $0,00 |
| Commission Paid | $564,00 |
| Open Position P/L | $0,00 |
| Annual Rate of Return | 4,00% |
| Monthly Rate of Return | 0,00% |
| Buy & Hold Return | $4.980.397,26 |
| Avg Monthly Return | $3.345,67 |
| Monthly Return StDev | $0,00 |
| Total # of Trades | 141 |
| % Profitable | 67,00% |