Fortune Falcon
REVQVOXL In Production

Performance Summary

Net Profit $1.187.193,69
Profit Factor 2,50
Total Trades 88
% Operaciones Rentables 70,00%

Risk Analysis

Max Drawdown $-191.620,11
Max Drawdown % (from Money) 19,16%
Sharpe Ratio 0,12
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

410

From

28/01/05

To

05/12/25

9601080120013201440156016801800192020402160228024002520264027602880300031203240 28/01/0529/02/0822/07/1105/09/1424/03/1701/02/1908/07/2205/12/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.187.193,69
Gross Profit $1.980.377,10
Gross Loss $-793.183,41
Adjusted Net Profit $780.129,48
Adjusted Gross Profit $1.728.868,96
Adjusted Gross Loss $-948.739,47
Select Net Profit $1.025.254,92
Select Gross Profit $1.568.420,54
Select Gross Loss $-543.165,62
Account Size Required $171.913,58
Return on Account 691,00%
Return on Initial Capital 119,00%
Profit Factor 2,50
Adjusted Profit Factor 1,82
Select Profit Factor 2,89
Max # Contracts Held 19.688
Slippage Paid $0,00
Commission Paid $352,00
Open Position P/L $0,00
Annual Rate of Return 6,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $2.772.242,68
Avg Monthly Return $4.711,09
Monthly Return StDev $0,00
Total # of Trades 88
% Profitable 70,00%
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