Rainbow Parrot
REVQMGCL In Production

Performance Summary

Net Profit $799.189,60
Profit Factor 2,20
Total Trades 462
% Operaciones Rentables 53,00%

Risk Analysis

Max Drawdown $-47.527,10
Max Drawdown % (from Money) 4,75%
Sharpe Ratio 0,20
Calmar Ratio 0,17

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

821

From

28/12/10

To

12/02/26

96010801200132014401560168018001920204021602280 28/12/1025/02/1301/09/1527/07/1715/11/1905/11/2126/03/2412/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $799.189,60
Gross Profit $1.465.648,20
Gross Loss $-666.458,60
Adjusted Net Profit $660.480,54
Adjusted Gross Profit $1.372.391,24
Adjusted Gross Loss $-711.910,70
Select Net Profit $529.089,20
Select Gross Profit $978.163,40
Select Gross Loss $-449.074,20
Account Size Required $45.314,80
Return on Account 1.764,00%
Return on Initial Capital 80,00%
Profit Factor 2,20
Adjusted Profit Factor 1,93
Select Profit Factor 2,18
Max # Contracts Held 92
Slippage Paid $0,00
Commission Paid $119.244,40
Open Position P/L $0,00
Annual Rate of Return 5,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $2.594.944,87
Avg Monthly Return $4.391,15
Monthly Return StDev $0,00
Total # of Trades 462
% Profitable 53,00%
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