Wise Owl
REVQESL In Production

Performance Summary

Net Profit $2.257.963,30
Profit Factor 2,27
Total Trades 423
% Operaciones Rentables 74,00%

Risk Analysis

Max Drawdown $-174.116,95
Max Drawdown % (from Money) 17,41%
Sharpe Ratio 0,23
Calmar Ratio 0,06

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

1895

From

23/02/04

To

06/02/26

48096014401920240028803360384043204800528057606240672072007680816086409120 23/02/0410/07/0625/03/0906/08/1209/09/1511/06/1909/06/2206/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.257.963,30
Gross Profit $4.041.917,50
Gross Loss $-1.783.954,20
Adjusted Net Profit $1.858.992,88
Adjusted Gross Profit $3.813.818,90
Adjusted Gross Loss $-1.954.826,02
Select Net Profit $1.817.777,00
Select Gross Profit $2.801.353,20
Select Gross Loss $-983.576,20
Account Size Required $154.036,80
Return on Account 1.466,00%
Return on Initial Capital 226,00%
Profit Factor 2,27
Adjusted Profit Factor 1,95
Select Profit Factor 2,85
Max # Contracts Held 27
Slippage Paid $0,00
Commission Paid $76.947,20
Open Position P/L $0,00
Annual Rate of Return 10,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $4.649.825,51
Avg Monthly Return $8.552,89
Monthly Return StDev $0,00
Total # of Trades 423
% Profitable 74,00%
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