Green Sheep
REVQADPL In Production

Performance Summary

Net Profit $654.817,61
Profit Factor 2,01
Total Trades 106
% Operaciones Rentables 75,00%

Risk Analysis

Max Drawdown $-265.822,46
Max Drawdown % (from Money) 26,58%
Sharpe Ratio 0,03
Calmar Ratio 0,03

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

304

From

30/08/04

To

13/02/26

9601020108011401200126013201380144015001560162016801740180018601920 30/08/0417/01/0820/05/1023/09/1129/09/1628/07/2030/11/2313/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $654.817,61
Gross Profit $1.303.146,50
Gross Loss $-648.328,89
Adjusted Net Profit $383.431,22
Adjusted Gross Profit $1.156.531,06
Adjusted Gross Loss $-773.099,84
Select Net Profit $350.038,65
Select Gross Profit $815.894,96
Select Gross Loss $-465.856,31
Account Size Required $194.289,26
Return on Account 337,00%
Return on Initial Capital 65,00%
Profit Factor 2,01
Adjusted Profit Factor 1,50
Select Profit Factor 1,75
Max # Contracts Held 34.626
Slippage Paid $0,00
Commission Paid $424,00
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $7.268.675,86
Avg Monthly Return $2.538,05
Monthly Return StDev $0,00
Total # of Trades 106
% Profitable 75,00%
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