Green Sheep
REVQCTASL In Production

Performance Summary

Net Profit $302.062,61
Profit Factor 2,41
Total Trades 44
% Operaciones Rentables 70,00%

Risk Analysis

Max Drawdown $-111.524,96
Max Drawdown % (from Money) 11,15%
Sharpe Ratio -0,06
Calmar Ratio 0,02

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

128

From

31/08/04

To

30/01/26

99010201050108011101140117012001230126012901320135013801410 31/08/0415/04/0511/02/1618/12/1822/02/2224/03/2529/10/2530/01/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $302.062,61
Gross Profit $516.352,64
Gross Loss $-214.290,03
Adjusted Net Profit $149.889,58
Adjusted Gross Profit $423.612,97
Adjusted Gross Loss $-273.723,39
Select Net Profit $219.318,43
Select Gross Profit $342.201,31
Select Gross Loss $-122.882,88
Account Size Required $73.964,07
Return on Account 408,00%
Return on Initial Capital 30,00%
Profit Factor 2,41
Adjusted Profit Factor 1,55
Select Profit Factor 2,78
Max # Contracts Held 65.000
Slippage Paid $0,00
Commission Paid $178,00
Open Position P/L $-2,00
Annual Rate of Return 1,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $18.287.712,29
Avg Monthly Return $1.170,78
Monthly Return StDev $0,00
Total # of Trades 44
% Profitable 70,00%
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