| Average year | -100% |
|---|---|
| Return over 18 d. | -61% |
| Average month | -81% |
| Last day | -63.5% |
| Max. Drawdown | 83% |
| Worst day | 72% |
| Max. leverage | 1:767 |
| Stand. deviation | — |
| Downside Deviation | 62% |
| Best day | 55% |
| Volatility | 58.7% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.9781 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.3179 |
| Shvager ratio | 0.528 |
| Prefer horizon | 3 m. |
| Longest drawdown | 11 d. |
| Calculation period | 18 d. |
| Trade days | 7 (58%) |
| History | 18 d. |
| Current stats | |
| Drawdown | 83% / 83% |
| Drawdown duration | 11 / 11 d. |
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Freedom2016 Свинг и скальпинг
Aggressive PAMM-account for medium and long term investments in the rubles
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