Blue Dolphin
REVQSPYL In Production
569,81%

Total Return

22/03/2026

1,60%

Last Day

0,00%

This Month

3,38%

This Year

2,95%

Last Year

Performance Summary

Net Profit $1.961.046,29
Profit Factor 4,23
Total Trades 142
% Operaciones Rentables 68,00%

Risk Analysis

Max Drawdown $-100.281,66
Max Drawdown % (from Money) 10,03%
Sharpe Ratio 0,19
Calmar Ratio 0,13

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

330

From

08/03/04

To

25/02/26

9601440192024002880336038404320480052805760624067207200 08/03/0414/08/0616/09/0812/07/1129/06/1512/11/1814/06/2225/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.961.046,29
Gross Profit $2.567.685,36
Gross Loss $-606.639,07
Adjusted Net Profit $1.609.538,95
Adjusted Gross Profit $2.305.622,07
Adjusted Gross Loss $-696.083,12
Select Net Profit $1.178.094,71
Select Gross Profit $1.505.368,05
Select Gross Loss $-327.273,34
Account Size Required $62.230,85
Return on Account 3.151,00%
Return on Initial Capital 196,00%
Profit Factor 4,23
Adjusted Profit Factor 3,31
Select Profit Factor 4,60
Max # Contracts Held 23.992
Slippage Paid $0,00
Commission Paid $568,00
Open Position P/L $0,00
Annual Rate of Return 9,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $4.623.211,03
Avg Monthly Return $7.428,21
Monthly Return StDev $0,00
Total # of Trades 142
% Profitable 68,00%
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