Roasted Duck
REVQMESL In Production

Performance Summary

Net Profit $162.890,50
Profit Factor 1,48
Total Trades 95
% Operaciones Rentables 64,00%

Risk Analysis

Max Drawdown $-54.918,70
Max Drawdown % (from Money) 5,49%
Sharpe Ratio 0,04
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

122

From

03/10/19

To

06/02/26

1005102010351050106510801095111011251140115511701185 03/10/1919/01/2121/01/2225/08/2227/04/2326/10/2319/12/2406/02/26
VAMI (Cumulative Value)

Detailed Statistics

Performance Summary
Drawdown Analysis
Performance Ratios
Outliers
Trade Analysis
Series Analysis
Charts and Diagrams
Net Profit $162.890,50
Gross Profit $499.245,00
Gross Loss $-336.354,50
Adjusted Net Profit $41.284,41
Adjusted Gross Profit $435.323,23
Adjusted Gross Loss $-394.038,82
Select Net Profit $162.890,50
Select Gross Profit $499.245,00
Select Gross Loss $-336.354,50
Account Size Required $47.022,30
Return on Account 346,00%
Return on Initial Capital 16,00%
Profit Factor 1,48
Adjusted Profit Factor 1,10
Select Profit Factor 1,48
Max # Contracts Held 74
Slippage Paid $0,00
Commission Paid $16.691,10
Open Position P/L $0,00
Annual Rate of Return 2,00%
Monthly Rate of Return 0,00%
Buy & Hold Return $1.186.068,43
Avg Monthly Return $2.143,30
Monthly Return StDev $0,00
Total # of Trades 95
% Profitable 64,00%
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