| Average year | -100% |
|---|---|
| Return over 20 d. | -73% |
| Average month | -87.4% |
| Last day | -8.2% |
| Max. Drawdown | 78% |
| Worst day | 56% |
| Max. leverage | 1:500 |
| Stand. deviation | — |
| Downside Deviation | 74% |
| Best day | 55% |
| Volatility | 37.5% |
| Return / Risk | -1.3 |
| Calmar ratio | -1.1178 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1912 |
| Shvager ratio | 0.599 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 20 d. |
| Trade days | 14 (100%) |
| History | 20 d. |
| Current stats | |
| Drawdown | 73% / 78% |
| Drawdown duration | 19 / 19 d. |
0
Jung Mechanical Trading Systems
Aggressive PAMM-account for medium and long term investments in the dollars
Jung
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