| Average year | 3% |
|---|---|
| Return over 1,5 y. | 5% |
| Average month | 0.3% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | -25% |
| Last 6 months | -22.9% |
| Last year | -14.6% |
| Max. Drawdown | 28% |
| Worst day | 24% |
| Max. leverage | 1:35 |
| Stand. deviation | 7% |
| Downside Deviation | 5.3% |
| Best day | 9% |
| Volatility | 1.4% |
| Return / Risk | 0.1 |
| Calmar ratio | 0.0101 |
| Sharpe ratio | -0.0742 |
| Sortino ratio | -0.0972 |
| Shvager ratio | 1.041 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 m. |
| Calculation period | 1,5 y. |
| Trade days | 259 (68%) |
| History | 1,5 y. |
| Current stats | |
| Drawdown | 26% / 28% |
| Drawdown duration | 3 / 3 m. |
| Max. leverage | 35 / 100 |
1.3
Wallstreet2016 Ночной скальпинг
Aggressive PAMM-account for medium and long term investments in the dollars
fog23
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