Fortune Falcon
REVQUNHL In Production

Performance Summary

Net Profit $2.224.965,52
Profit Factor 2,67
Total Trades 75
% Operaciones Rentables 69,00%

Risk Analysis

Max Drawdown $-596.714,10
Max Drawdown % (from Money) 59,67%
Sharpe Ratio 0,10
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

427

From

21/05/04

To

13/02/26

48096014401920240028803360384043204800528057606240672072007680 21/05/0424/08/0730/10/0922/02/1323/09/1619/02/2107/04/2313/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.224.965,52
Gross Profit $3.558.220,80
Gross Loss $-1.333.255,28
Adjusted Net Profit $1.453.526,13
Adjusted Gross Profit $3.064.784,36
Adjusted Gross Loss $-1.611.258,22
Select Net Profit $1.704.497,87
Select Gross Profit $2.293.377,01
Select Gross Loss $-588.879,14
Account Size Required $547.731,78
Return on Account 406,00%
Return on Initial Capital 222,00%
Profit Factor 2,67
Adjusted Profit Factor 1,90
Select Profit Factor 3,89
Max # Contracts Held 33.003
Slippage Paid $0,00
Commission Paid $300,00
Open Position P/L $0,00
Annual Rate of Return 10,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $10.292.049,41
Avg Monthly Return $8.524,77
Monthly Return StDev $0,00
Total # of Trades 75
% Profitable 69,00%
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