Crystal Panda
REVQGCL In Production

Performance Summary

Net Profit $576.895,20
Profit Factor 1,72
Total Trades 854
% Operaciones Rentables 57,00%

Risk Analysis

Max Drawdown $-40.885,80
Max Drawdown % (from Money) 4,09%
Sharpe Ratio 0,02
Calmar Ratio 0,13

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

1371

From

15/06/04

To

04/01/26

96010201080114012001260132013801440150015601620168017401800 15/06/0429/04/0924/02/1223/01/1526/02/1802/11/2001/02/2304/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $576.895,20
Gross Profit $1.381.648,20
Gross Loss $-804.753,00
Adjusted Net Profit $472.292,21
Adjusted Gross Profit $1.319.167,91
Adjusted Gross Loss $-846.875,70
Select Net Profit $276.985,60
Select Gross Profit $752.503,80
Select Gross Loss $-475.518,20
Account Size Required $37.279,60
Return on Account 1.547,00%
Return on Initial Capital 58,00%
Profit Factor 1,72
Adjusted Profit Factor 1,56
Select Profit Factor 1,58
Max # Contracts Held 26
Slippage Paid $0,00
Commission Paid $22.374,80
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $12.083.137,87
Avg Monthly Return $2.218,83
Monthly Return StDev $0,00
Total # of Trades 854
% Profitable 57,00%
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