| Average year | -100% |
|---|---|
| Return over 3 m. | -99% |
| Average month | -79.4% |
| Last day | 0% |
| Last month | -99.1% |
| Max. Drawdown | 99% |
| Worst day | 99% |
| Max. leverage | 1:2,500 |
| Stand. deviation | 1,195.7% |
| Downside Deviation | 57.3% |
| Best day | 42% |
| Volatility | 14.2% |
| Return / Risk | -1 |
| Calmar ratio | -0.7986 |
| Sharpe ratio | -0.0671 |
| Sortino ratio | -1.4006 |
| Shvager ratio | 0.574 |
| Prefer horizon | 3 m. |
| Longest drawdown | 18 d. |
| Calculation period | 3 m. |
| Trade days | 61 (94%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 99% / 99% |
| Drawdown duration | 5 / 18 d. |
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CROSS_999 авторская
Aggressive PAMM-account for medium and long term investments in the rubles
ildar0916
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