Black Swan
REVQESS In Production
46,91%

Total Return

25/01/2026

-0,29%

Last Day

0,00%

This Month

0,00%

This Year

-3,42%

Last Year

Performance Summary

Net Profit $472.517,90
Profit Factor 2,85
Total Trades 71
% Operaciones Rentables 69,00%

Risk Analysis

Max Drawdown $-89.285,80
Max Drawdown % (from Money) 8,93%
Sharpe Ratio -0,01
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

223

From

19/08/04

To

15/05/25

9601020108011401200126013201380144015001560 19/08/0402/10/0701/12/0815/07/1026/10/1501/04/2012/01/2315/05/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $472.517,90
Gross Profit $727.258,10
Gross Loss $-254.740,20
Adjusted Net Profit $314.313,09
Adjusted Gross Profit $623.364,09
Adjusted Gross Loss $-309.050,99
Select Net Profit $294.134,30
Select Gross Profit $459.023,50
Select Gross Loss $-164.889,20
Account Size Required $82.322,40
Return on Account 574,00%
Return on Initial Capital 47,00%
Profit Factor 2,85
Adjusted Profit Factor 2,02
Select Profit Factor 2,78
Max # Contracts Held 17
Slippage Paid $0,00
Commission Paid $11.369,60
Open Position P/L $0,00
Annual Rate of Return 2,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $3.218.250,95
Avg Monthly Return $1.890,07
Monthly Return StDev $0,00
Total # of Trades 71
% Profitable 69,00%
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