Fortune Falcon
REVQXLKL In Production

Performance Summary

Net Profit $1.764.173,36
Profit Factor 2,90
Total Trades 65
% Operaciones Rentables 68,00%

Risk Analysis

Max Drawdown $-311.643,13
Max Drawdown % (from Money) 31,16%
Sharpe Ratio 0,13
Calmar Ratio 0,05

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

425

From

21/05/04

To

02/01/26

960120014401680192021602400264028803120336036003840408043204560480050405280 21/05/0423/06/0627/03/0907/12/1219/02/1607/06/1907/10/2202/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $1.764.173,36
Gross Profit $2.691.861,04
Gross Loss $-927.687,68
Adjusted Net Profit $1.155.921,99
Adjusted Gross Profit $2.286.047,72
Adjusted Gross Loss $-1.130.125,73
Select Net Profit $1.075.411,89
Select Gross Profit $1.616.066,68
Select Gross Loss $-540.654,79
Account Size Required $251.097,07
Return on Account 703,00%
Return on Initial Capital 176,00%
Profit Factor 2,90
Adjusted Profit Factor 2,02
Select Profit Factor 2,99
Max # Contracts Held 60.521
Slippage Paid $0,00
Commission Paid $260,00
Open Position P/L $0,00
Annual Rate of Return 8,00%
Monthly Rate of Return 1,00%
Buy & Hold Return $6.410.623,08
Avg Monthly Return $6.759,28
Monthly Return StDev $0,00
Total # of Trades 65
% Profitable 68,00%
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