Speedy Cheetah
REVQNQS In Production

Performance Summary

Net Profit $958.352,60
Profit Factor 1,72
Total Trades 907
% Operaciones Rentables 31,00%

Risk Analysis

Max Drawdown $-84.393,45
Max Drawdown % (from Money) 8,44%
Sharpe Ratio 0,09
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

643

From

02/02/04

To

12/02/26

84096010801200132014401560168018001920204021602280240025202640 02/02/0410/05/0630/07/0825/05/1202/10/1504/06/1907/10/2212/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $958.352,60
Gross Profit $2.294.114,80
Gross Loss $-1.335.762,20
Adjusted Net Profit $768.508,35
Adjusted Gross Profit $2.157.743,83
Adjusted Gross Loss $-1.389.235,48
Select Net Profit $616.903,20
Select Gross Profit $1.496.631,80
Select Gross Loss $-879.728,60
Account Size Required $63.342,00
Return on Account 1.513,00%
Return on Initial Capital 96,00%
Profit Factor 1,72
Adjusted Profit Factor 1,55
Select Profit Factor 1,70
Max # Contracts Held 40
Slippage Paid $0,00
Commission Paid $221.812,80
Open Position P/L $0,00
Annual Rate of Return 4,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $11.730.559,68
Avg Monthly Return $3.630,12
Monthly Return StDev $0,00
Total # of Trades 907
% Profitable 31,00%
An unhandled error has occurred. Reload 🗙