| Average year | -100% |
|---|---|
| Return over 2 m. | -91% |
| Average month | -67.9% |
| Last day | -74% |
| Last month | -91.6% |
| Max. Drawdown | 94% |
| Worst day | 88% |
| Max. leverage | 1:1,999 |
| Stand. deviation | 26.5% |
| Downside Deviation | 23.1% |
| Best day | 3% |
| Volatility | 19.1% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.7248 |
| Sharpe ratio | -2.589 |
| Sortino ratio | -2.9745 |
| Shvager ratio | 0.162 |
| Prefer horizon | 3 m. |
| Longest drawdown | 12 d. |
| Calculation period | 2 m. |
| Trade days | 17 (37%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 93% / 94% |
| Drawdown duration | 1 / 12 d. |
0
Reversal
Aggressive PAMM-account for medium and long term investments in the dollars
Dmitry H.
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