Blue Dolphin
REVQQQQL In Production

Performance Summary

Net Profit $1.097.572,97
Profit Factor 4,67
Total Trades 108
% Operaciones Rentables 79,00%

Risk Analysis

Max Drawdown $-109.063,35
Max Drawdown % (from Money) 10,91%
Sharpe Ratio 0,14
Calmar Ratio 0,08

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

381

From

08/03/04

To

16/12/25

96010801200132014401560168018001920204021602280240025202640276028803000 08/03/0403/10/0610/03/0917/04/1208/01/1514/11/1815/12/2116/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.097.572,97
Gross Profit $1.396.572,06
Gross Loss $-298.999,09
Adjusted Net Profit $883.747,84
Adjusted Gross Profit $1.245.092,55
Adjusted Gross Loss $-361.344,71
Select Net Profit $761.090,15
Select Gross Profit $920.378,65
Select Gross Loss $-159.288,50
Account Size Required $59.565,74
Return on Account 1.843,00%
Return on Initial Capital 110,00%
Profit Factor 4,67
Adjusted Profit Factor 3,45
Select Profit Factor 5,78
Max # Contracts Held 31.595
Slippage Paid $0,00
Commission Paid $432,00
Open Position P/L $0,00
Annual Rate of Return 5,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $16.678.297,87
Avg Monthly Return $4.189,21
Monthly Return StDev $0,00
Total # of Trades 108
% Profitable 79,00%
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