Fortune Falcon
REVQVGTL In Production

Performance Summary

Net Profit $2.029.590,01
Profit Factor 3,68
Total Trades 67
% Operaciones Rentables 67,00%

Risk Analysis

Max Drawdown $-209.007,01
Max Drawdown % (from Money) 20,90%
Sharpe Ratio 0,16
Calmar Ratio 0,08

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

437

From

14/05/04

To

13/02/26

4809601440192024002880336038404320480052805760624067207200 14/05/0426/05/0614/11/0813/01/1221/08/1508/02/1905/08/2213/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $2.029.590,01
Gross Profit $2.785.659,12
Gross Loss $-756.069,11
Adjusted Net Profit $1.453.133,99
Adjusted Gross Profit $2.370.397,58
Adjusted Gross Loss $-917.263,59
Select Net Profit $1.252.081,17
Select Gross Profit $1.764.178,12
Select Gross Loss $-512.096,95
Account Size Required $120.175,70
Return on Account 1.689,00%
Return on Initial Capital 203,00%
Profit Factor 3,68
Adjusted Profit Factor 2,58
Select Profit Factor 3,45
Max # Contracts Held 24.894
Slippage Paid $0,00
Commission Paid $268,00
Open Position P/L $0,00
Annual Rate of Return 9,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $16.024.351,75
Avg Monthly Return $7.776,21
Monthly Return StDev $0,00
Total # of Trades 67
% Profitable 67,00%
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