| Average year | -99% |
|---|---|
| Return over 1 y. | -99% |
| Average month | -30.5% |
| Last day | 18.4% |
| Last month | -99.3% |
| Last 3 months | -99.7% |
| Last 6 months | -99.9% |
| Last year | -98.6% |
| Max. Drawdown | 100% |
| Worst day | 97% |
| Max. leverage | 1:2,207 |
| Stand. deviation | 91.1% |
| Downside Deviation | 30.2% |
| Best day | 270% |
| Volatility | 22% |
| Return / Risk | -1 |
| Calmar ratio | -0.305 |
| Sharpe ratio | -0.3434 |
| Sortino ratio | -1.0347 |
| Shvager ratio | 1.296 |
| Prefer horizon | 6 m. |
| Longest drawdown | 6,5 m. |
| Calculation period | 1 y. |
| Trade days | 260 (97%) |
| History | 1 y. |
| Current stats | |
| Drawdown | 100% / 100% |
| Drawdown duration | 6.5 / 6,5 m. |
0.1
Dealer77 Трендовая стратегия
Aggressive PAMM-account for medium and long term investments in the rubles
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