Black Cat
REVQXLBS In Production

Performance Summary

Net Profit $560.123,39
Profit Factor 1,89
Total Trades 148
% Operaciones Rentables 58,00%

Risk Analysis

Max Drawdown $-114.683,44
Max Drawdown % (from Money) 11,47%
Sharpe Ratio 0,05
Calmar Ratio 0,07

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

306

From

15/02/08

To

02/02/26

8409601080120013201440156016801800192020402160228024002520 15/02/0823/08/1003/06/1311/12/1526/10/1822/11/2102/10/2302/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $560.123,39
Gross Profit $1.192.112,27
Gross Loss $-631.988,88
Adjusted Net Profit $351.311,95
Adjusted Gross Profit $1.063.563,50
Adjusted Gross Loss $-712.251,55
Select Net Profit $408.941,39
Select Gross Profit $728.843,29
Select Gross Loss $-319.901,90
Account Size Required $89.824,26
Return on Account 624,00%
Return on Initial Capital 56,00%
Profit Factor 1,89
Adjusted Profit Factor 1,49
Select Profit Factor 2,28
Max # Contracts Held 41.017
Slippage Paid $0,00
Commission Paid $592,00
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $1.285.184,27
Avg Monthly Return $2.705,91
Monthly Return StDev $0,00
Total # of Trades 148
% Profitable 58,00%
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