Rainbow Parrot
REVQGCL In Production

Performance Summary

Net Profit $1.678.840,60
Profit Factor 3,20
Total Trades 687
% Operaciones Rentables 60,00%

Risk Analysis

Max Drawdown $-37.739,30
Max Drawdown % (from Money) 3,77%
Sharpe Ratio 0,31
Calmar Ratio 0,28

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

1240

From

22/03/04

To

12/02/26

9601200144016801920216024002640288031203360360038404080432045604800504052805520 22/03/0422/11/0624/11/0930/01/1305/09/1606/01/2013/04/2312/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.678.840,60
Gross Profit $2.442.465,60
Gross Loss $-763.625,00
Adjusted Net Profit $1.512.460,64
Adjusted Gross Profit $2.322.133,96
Adjusted Gross Loss $-809.673,32
Select Net Profit $1.103.411,40
Select Gross Profit $1.621.654,60
Select Gross Loss $-518.243,20
Account Size Required $23.661,00
Return on Account 7.095,00%
Return on Initial Capital 168,00%
Profit Factor 3,20
Adjusted Profit Factor 2,87
Select Profit Factor 3,13
Max # Contracts Held 26
Slippage Paid $0,00
Commission Paid $17.999,40
Open Position P/L $0,00
Annual Rate of Return 8,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $11.113.899,61
Avg Monthly Return $6.383,42
Monthly Return StDev $0,00
Total # of Trades 687
% Profitable 60,00%
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