| Average year | -100% |
|---|---|
| Return over 9,1 y. | -100% |
| Average month | -100% |
| Last day | 0% |
| Last month | -100% |
| Last 3 months | -100% |
| Last 6 months | -100% |
| Last year | -100% |
| Max. Drawdown | 100% |
| Worst day | 100% |
| Max. leverage | 1:186 |
| Stand. deviation | 45% |
| Downside Deviation | 11.9% |
| Best day | 43% |
| Volatility | 4.2% |
| Return / Risk | -1 |
| Calmar ratio | -1 |
| Sharpe ratio | -2.2421 |
| Sortino ratio | -8.4811 |
| Shvager ratio | >10k |
| Prefer horizon | 24 m. |
| Longest drawdown | 4,4 y. |
| Calculation period | 9,1 y. |
| Trade days | 1733 (73%) |
| History | 9,1 y. |
| Current stats | |
| Drawdown | 100% / 100% |
| Drawdown duration | 2 / 4,4 y. |
1.7
Algorithmic Trading 3 Sigma Profit AM Corp
Aggressive PAMM-account for long term investments in the dollars
3 Sigma Profit
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