Titanium Elephant
REVQINTCL In Production

Performance Summary

Net Profit $3.263.547,15
Profit Factor 1,57
Total Trades 728
% Operaciones Rentables 67,00%

Risk Analysis

Max Drawdown $-566.161,46
Max Drawdown % (from Money) 56,62%
Sharpe Ratio 0,18
Calmar Ratio 0,02

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

2392

From

09/02/04

To

04/02/26

019203840576076809600115201344015360172801920021120 09/02/0402/11/0627/10/0901/02/1324/06/1630/10/1928/09/2204/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $3.263.547,15
Gross Profit $8.957.560,98
Gross Loss $-5.694.013,83
Adjusted Net Profit $2.490.510,40
Adjusted Gross Profit $8.552.071,25
Adjusted Gross Loss $-6.061.560,84
Select Net Profit $2.681.919,17
Select Gross Profit $6.066.528,90
Select Gross Loss $-3.384.609,73
Account Size Required $464.108,16
Return on Account 703,00%
Return on Initial Capital 326,00%
Profit Factor 1,57
Adjusted Profit Factor 1,41
Select Profit Factor 1,79
Max # Contracts Held 65.000
Slippage Paid $0,00
Commission Paid $2.914,00
Open Position P/L $-2,00
Annual Rate of Return 15,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $472.358,52
Avg Monthly Return $12.361,91
Monthly Return StDev $0,00
Total # of Trades 728
% Profitable 67,00%
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