Wise Owl
REVQSPYL In Production

Performance Summary

Net Profit $1.922.038,50
Profit Factor 2,24
Total Trades 417
% Operaciones Rentables 75,00%

Risk Analysis

Max Drawdown $-116.576,65
Max Drawdown % (from Money) 11,66%
Sharpe Ratio 0,22
Calmar Ratio 0,07

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

1832

From

09/02/04

To

06/02/26

480960144019202400288033603840432048005280576062406720 09/02/0414/06/0625/03/0902/08/1214/12/1526/06/1914/07/2206/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.922.038,50
Gross Profit $3.473.128,23
Gross Loss $-1.551.089,73
Adjusted Net Profit $1.574.440,31
Adjusted Gross Profit $3.276.185,20
Adjusted Gross Loss $-1.701.744,88
Select Net Profit $1.706.105,77
Select Gross Profit $2.556.201,16
Select Gross Loss $-850.095,39
Account Size Required $90.815,53
Return on Account 2.116,00%
Return on Initial Capital 192,00%
Profit Factor 2,24
Adjusted Profit Factor 1,93
Select Profit Factor 3,01
Max # Contracts Held 10.031
Slippage Paid $0,00
Commission Paid $1.668,00
Open Position P/L $0,00
Annual Rate of Return 9,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $5.030.085,71
Avg Monthly Return $7.280,45
Monthly Return StDev $0,00
Total # of Trades 417
% Profitable 75,00%
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