Green Sheep
REVQMKCL In Production

Performance Summary

Net Profit $810.538,82
Profit Factor 2,38
Total Trades 129
% Operaciones Rentables 74,00%

Risk Analysis

Max Drawdown $-122.026,55
Max Drawdown % (from Money) 12,20%
Sharpe Ratio 0,06
Calmar Ratio 0,04

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

362

From

31/08/04

To

28/11/25

960108012001320144015601680180019202040216022802400 31/08/0410/05/0701/12/0804/03/1420/11/2006/10/2109/02/2428/11/25
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $810.538,82
Gross Profit $1.397.159,88
Gross Loss $-586.621,06
Adjusted Net Profit $565.824,17
Adjusted Gross Profit $1.254.562,85
Adjusted Gross Loss $-688.738,68
Select Net Profit $623.611,86
Select Gross Profit $899.970,74
Select Gross Loss $-276.358,88
Account Size Required $105.301,03
Return on Account 770,00%
Return on Initial Capital 81,00%
Profit Factor 2,38
Adjusted Profit Factor 1,82
Select Profit Factor 3,26
Max # Contracts Held 65.000
Slippage Paid $0,00
Commission Paid $516,00
Open Position P/L $0,00
Annual Rate of Return 4,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $2.640.718,56
Avg Monthly Return $3.166,17
Monthly Return StDev $0,00
Total # of Trades 129
% Profitable 74,00%
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