Roasted Duck
REVQESL In Production

Performance Summary

Net Profit $644.974,10
Profit Factor 1,64
Total Trades 327
% Operaciones Rentables 65,00%

Risk Analysis

Max Drawdown $-56.224,50
Max Drawdown % (from Money) 5,62%
Sharpe Ratio 0,04
Calmar Ratio 0,05

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

426

From

29/04/04

To

06/02/26

9601020108011401200126013201380144015001560162016801740180018601920 29/04/0416/08/0710/05/1012/07/1211/01/1601/08/1903/11/2206/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $644.974,10
Gross Profit $1.657.419,10
Gross Loss $-1.012.445,00
Adjusted Net Profit $436.731,11
Adjusted Gross Profit $1.543.587,09
Adjusted Gross Loss $-1.106.855,98
Select Net Profit $515.804,80
Select Gross Profit $1.505.283,40
Select Gross Loss $-989.478,60
Account Size Required $43.825,20
Return on Account 1.472,00%
Return on Initial Capital 64,00%
Profit Factor 1,64
Adjusted Profit Factor 1,39
Select Profit Factor 1,52
Max # Contracts Held 29
Slippage Paid $0,00
Commission Paid $59.822,40
Open Position P/L $0,00
Annual Rate of Return 3,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $4.720.868,64
Avg Monthly Return $2.461,73
Monthly Return StDev $0,00
Total # of Trades 327
% Profitable 65,00%
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