| Average year | -100% |
|---|---|
| Return over 2 m. | -80% |
| Average month | -55.5% |
| Last day | -9.8% |
| Last month | -63.5% |
| Max. Drawdown | 80% |
| Worst day | 48% |
| Max. leverage | 1:223 |
| Stand. deviation | 32.5% |
| Downside Deviation | 56.1% |
| Best day | 53% |
| Volatility | 22.3% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.69 |
| Sharpe ratio | -1.7337 |
| Sortino ratio | -1.003 |
| Shvager ratio | 1.104 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 2 m. |
| Trade days | 42 (98%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 80% / 80% |
| Drawdown duration | 2 / 2 m. |
0
MONSTER ALGO-SCALP
Aggressive PAMM-account for medium and long term investments in the rubles
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