Wise Owl
REVQMSFTL In Production

Performance Summary

Net Profit $4.085.355,43
Profit Factor 2,50
Total Trades 546
% Operaciones Rentables 70,00%

Risk Analysis

Max Drawdown $-177.845,87
Max Drawdown % (from Money) 17,78%
Sharpe Ratio 0,28
Calmar Ratio 0,10

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

2188

From

09/02/04

To

13/02/26

038407680115201536019200230402688030720345603840042240460804992053760 09/02/0430/03/0608/09/0809/08/1126/11/1413/11/1822/08/2213/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $4.085.355,43
Gross Profit $6.815.973,52
Gross Loss $-2.730.618,09
Adjusted Net Profit $3.523.584,20
Adjusted Gross Profit $6.466.780,62
Adjusted Gross Loss $-2.943.196,42
Select Net Profit $3.191.549,26
Select Gross Profit $4.684.569,16
Select Gross Loss $-1.493.019,90
Account Size Required $163.238,21
Return on Account 2.503,00%
Return on Initial Capital 409,00%
Profit Factor 2,50
Adjusted Profit Factor 2,20
Select Profit Factor 3,14
Max # Contracts Held 48.912
Slippage Paid $0,00
Commission Paid $2.184,00
Open Position P/L $0,00
Annual Rate of Return 19,00%
Monthly Rate of Return 2,00%
Buy & Hold Return $18.261.659,10
Avg Monthly Return $15.474,83
Monthly Return StDev $0,00
Total # of Trades 546
% Profitable 70,00%
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