| Average year | 806% |
|---|---|
| Return over 1 m. | 22% |
| Average month | 20.2% |
| Last day | -10.2% |
| Last month | 25.2% |
| Max. Drawdown | 27% |
| Worst day | 16% |
| Max. leverage | 1:334 |
| Stand. deviation | 35.7% |
| Downside Deviation | 3.2% |
| Best day | 23% |
| Volatility | 15% |
| Return / Risk | 30.4 |
| Calmar ratio | 0.7601 |
| Sharpe ratio | 0.5425 |
| Sortino ratio | 6.1133 |
| Shvager ratio | 2.353 |
| Prefer horizon | 3 m. |
| Longest drawdown | 12 d. |
| Calculation period | 1 m. |
| Trade days | 6 (27%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 27% / 27% |
| Drawdown duration | 2 / 12 d. |
2.5
Automation monjournaldetrading.com
Aggressive PAMM-account for medium and long term investments in the euro
TheFFT
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