White Chicken
REVQESS In Production

Performance Summary

Net Profit $608.065,20
Profit Factor 1,69
Total Trades 174
% Operaciones Rentables 60,00%

Risk Analysis

Max Drawdown $-160.410,80
Max Drawdown % (from Money) 16,04%
Sharpe Ratio 0,03
Calmar Ratio 0,06

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

473

From

01/02/05

To

12/02/26

9601020108011401200126013201380144015001560162016801740180018601920 01/02/0505/04/1010/01/1208/12/1508/01/1929/09/2006/02/2312/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $608.065,20
Gross Profit $1.494.414,70
Gross Loss $-886.349,50
Adjusted Net Profit $355.521,32
Adjusted Gross Profit $1.348.574,76
Adjusted Gross Loss $-993.053,44
Select Net Profit $281.849,30
Select Gross Profit $723.244,60
Select Gross Loss $-441.395,30
Account Size Required $128.265,70
Return on Account 474,00%
Return on Initial Capital 61,00%
Profit Factor 1,69
Adjusted Profit Factor 1,36
Select Profit Factor 1,64
Max # Contracts Held 24
Slippage Paid $0,00
Commission Paid $28.476,80
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $4.448.833,81
Avg Monthly Return $2.422,57
Monthly Return StDev $0,00
Total # of Trades 174
% Profitable 60,00%
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