| Average year | -100% |
|---|---|
| Return over 21 d. | -70% |
| Average month | -82.9% |
| Last day | -58.5% |
| Max. Drawdown | 72% |
| Worst day | 59% |
| Max. leverage | 1:665 |
| Stand. deviation | — |
| Downside Deviation | 70.8% |
| Best day | 3% |
| Volatility | 16.7% |
| Return / Risk | -1.4 |
| Calmar ratio | -1.1448 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1822 |
| Shvager ratio | 0.287 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 21 d. |
| Trade days | 11 (73%) |
| History | 21 d. |
| Current stats | |
| Drawdown | 72% / 72% |
| Drawdown duration | 1 / 2 d. |
| Max. leverage | 665 / 100 |
0
Alfa_avto тренд
Aggressive PAMM-account for medium and long term investments in the dollars
Dm_Egorov
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