Fortune Falcon
REVQIWML In Production

Performance Summary

Net Profit $1.768.257,43
Profit Factor 2,63
Total Trades 86
% Operaciones Rentables 65,00%

Risk Analysis

Max Drawdown $-160.729,56
Max Drawdown % (from Money) 16,07%
Sharpe Ratio 0,14
Calmar Ratio 0,04

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

461

From

21/05/04

To

16/01/26

9601200144016801920216024002640288031203360360038404080432045604800504052805520 21/05/0421/12/0704/06/1011/10/1304/11/1601/11/1904/11/2216/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.768.257,43
Gross Profit $2.855.465,52
Gross Loss $-1.087.208,09
Adjusted Net Profit $1.188.183,67
Adjusted Gross Profit $2.473.887,89
Adjusted Gross Loss $-1.285.704,22
Select Net Profit $996.178,31
Select Gross Profit $1.759.837,61
Select Gross Loss $-763.659,30
Account Size Required $106.365,47
Return on Account 1.662,00%
Return on Initial Capital 177,00%
Profit Factor 2,63
Adjusted Profit Factor 1,92
Select Profit Factor 2,30
Max # Contracts Held 18.074
Slippage Paid $0,00
Commission Paid $344,00
Open Position P/L $0,00
Annual Rate of Return 8,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $3.875.620,98
Avg Monthly Return $6.774,93
Monthly Return StDev $0,00
Total # of Trades 86
% Profitable 65,00%
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