Crystal Panda
REVQGCL In Production

Performance Summary

Net Profit $14.671.675,20
Profit Factor 1,74
Total Trades 854
% Operaciones Rentables 57,00%

Risk Analysis

Max Drawdown $-1.001.623,60
Max Drawdown % (from Money) 100,16%
Sharpe Ratio 0,23
Calmar Ratio 0,05

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

1378

From

15/06/04

To

11/05/26

078643201572864023592960314572803932160047185920550502406291456070778880786432008650752094371840102236160110100480117964800125829120133693440141557760 15/06/0430/04/0902/03/1201/02/1507/03/1802/12/2001/03/2311/05/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $14.671.675,20
Gross Profit $34.527.558,20
Gross Loss $-19.855.883,00
Adjusted Net Profit $12.070.980,63
Adjusted Gross Profit $32.966.168,05
Adjusted Gross Loss $-20.895.187,42
Select Net Profit $7.515.468,00
Select Gross Profit $18.891.643,80
Select Gross Loss $-11.376.175,80
Account Size Required $947.983,60
Return on Account 1.548,00%
Return on Initial Capital 1.467,00%
Profit Factor 1,74
Adjusted Profit Factor 1,58
Select Profit Factor 1,66
Max # Contracts Held 475
Slippage Paid $0,00
Commission Paid $22.374,80
Open Position P/L $0,00
Annual Rate of Return 66,00%
Monthly Rate of Return 6,00%
Buy & Hold Return $12.369.820,17
Avg Monthly Return $56.429,52
Monthly Return StDev $0,00
Total # of Trades 854
% Profitable 57,00%
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