| Average year | -100% |
|---|---|
| Return over 25 d. | -54% |
| Average month | -60.9% |
| Last day | -38.5% |
| Max. Drawdown | 93% |
| Worst day | 80% |
| Max. leverage | 1:810 |
| Stand. deviation | — |
| Downside Deviation | 54.8% |
| Best day | 42% |
| Volatility | 38% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.6575 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1266 |
| Shvager ratio | 0.519 |
| Prefer horizon | 3 m. |
| Longest drawdown | 21 d. |
| Calculation period | 25 d. |
| Trade days | 19 (100%) |
| History | 25 d. |
| Current stats | |
| Drawdown | 61% / 93% |
| Drawdown duration | 21 / 21 d. |
0
SandP_777 внутридневная торговля
Aggressive PAMM-account for medium and long term investments in the dollars
Sem1578
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