Iron Shark
REVQSPYL In Production

Performance Summary

Net Profit $435.525,92
Profit Factor 2,26
Total Trades 428
% Operaciones Rentables 63,00%

Risk Analysis

Max Drawdown $-20.464,78
Max Drawdown % (from Money) 2,05%
Sharpe Ratio -0,08
Calmar Ratio 0,11

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

428

From

16/01/04

To

19/12/25

9901020105010801110114011701200123012601290132013501380141014401470150015301560 16/01/0427/01/0614/01/1120/12/1318/03/1604/02/1928/04/2319/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $435.525,92
Gross Profit $780.556,36
Gross Loss $-345.030,44
Adjusted Net Profit $360.573,62
Adjusted Gross Profit $733.053,21
Adjusted Gross Loss $-372.479,59
Select Net Profit $323.120,38
Select Gross Profit $503.643,37
Select Gross Loss $-180.522,99
Account Size Required $16.625,17
Return on Account 2.620,00%
Return on Initial Capital 44,00%
Profit Factor 2,26
Adjusted Profit Factor 1,97
Select Profit Factor 2,79
Max # Contracts Held 9.174
Slippage Paid $0,00
Commission Paid $1.712,00
Open Position P/L $0,00
Annual Rate of Return 2,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $5.054.443,27
Avg Monthly Return $1.649,72
Monthly Return StDev $0,00
Total # of Trades 428
% Profitable 63,00%
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