| Average year | -84% |
|---|---|
| Return over 25 d. | -12% |
| Average month | -14.3% |
| Last day | -1.9% |
| Max. Drawdown | 17% |
| Worst day | 7% |
| Max. leverage | 1:23 |
| Stand. deviation | — |
| Downside Deviation | 12.5% |
| Best day | 2% |
| Volatility | 3.5% |
| Return / Risk | -4.9 |
| Calmar ratio | -0.8328 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.2039 |
| Shvager ratio | 0.825 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 25 d. |
| Trade days | 17 (100%) |
| History | 25 d. |
| Current stats | |
| Drawdown | 17% / 17% |
| Drawdown duration | 19 / 19 d. |
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Pavlus777 Trend Following
Conservative PAMM-account for medium and long term investments in the dollars
pavlus777
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