Titanium Elephant
REVQAMZNL In Production

Performance Summary

Net Profit $1.961.088,72
Profit Factor 1,52
Total Trades 733
% Operaciones Rentables 64,00%

Risk Analysis

Max Drawdown $-261.523,86
Max Drawdown % (from Money) 26,15%
Sharpe Ratio 0,14
Calmar Ratio 0,03

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

2272

From

09/02/04

To

06/02/26

96014401920240028803360384043204800528057606240 09/02/0410/05/0730/08/1018/12/1330/12/1627/03/2009/12/2206/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.961.088,72
Gross Profit $5.751.209,17
Gross Loss $-3.790.120,45
Adjusted Net Profit $1.462.413,73
Adjusted Gross Profit $5.485.359,43
Adjusted Gross Loss $-4.022.945,70
Select Net Profit $1.653.868,91
Select Gross Profit $3.776.452,56
Select Gross Loss $-2.122.583,65
Account Size Required $234.128,33
Return on Account 838,00%
Return on Initial Capital 196,00%
Profit Factor 1,52
Adjusted Profit Factor 1,36
Select Profit Factor 1,78
Max # Contracts Held 65.000
Slippage Paid $0,00
Commission Paid $2.932,00
Open Position P/L $0,00
Annual Rate of Return 9,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $103.043.478,26
Avg Monthly Return $7.428,37
Monthly Return StDev $0,00
Total # of Trades 733
% Profitable 64,00%
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