Black Cat
REVQEMBS In Production

Performance Summary

Net Profit $360.946,80
Profit Factor 3,42
Total Trades 178
% Operaciones Rentables 62,00%

Risk Analysis

Max Drawdown $-22.300,46
Max Drawdown % (from Money) 2,23%
Sharpe Ratio -0,04
Calmar Ratio 0,35

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

358

From

13/06/08

To

02/02/26

9901020105010801110114011701200123012601290132013501380141014401470 13/06/0818/07/1109/05/1425/04/1605/10/1819/07/2124/03/2302/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $360.946,80
Gross Profit $510.023,68
Gross Loss $-149.076,88
Adjusted Net Profit $294.239,72
Adjusted Gross Profit $461.394,83
Adjusted Gross Loss $-167.155,11
Select Net Profit $233.528,67
Select Gross Profit $322.570,57
Select Gross Loss $-89.041,90
Account Size Required $19.178,82
Return on Account 1.882,00%
Return on Initial Capital 36,00%
Profit Factor 3,42
Adjusted Profit Factor 2,76
Select Profit Factor 3,62
Max # Contracts Held 11.472
Slippage Paid $0,00
Commission Paid $712,00
Open Position P/L $0,00
Annual Rate of Return 2,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $-34.245,21
Avg Monthly Return $1.710,65
Monthly Return StDev $0,00
Total # of Trades 178
% Profitable 62,00%
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