| Average year | -70% |
|---|---|
| Return over 18 d. | -6% |
| Average month | -9.6% |
| Last day | 74.9% |
| Max. Drawdown | 70% |
| Worst day | 43% |
| Max. leverage | 1:334 |
| Stand. deviation | — |
| Downside Deviation | 6.7% |
| Best day | 75% |
| Volatility | 28.9% |
| Return / Risk | -1 |
| Calmar ratio | -0.1369 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.5389 |
| Shvager ratio | 0.985 |
| Prefer horizon | 3 m. |
| Longest drawdown | 12 d. |
| Calculation period | 18 d. |
| Trade days | 13 (93%) |
| History | 18 d. |
| Current stats | |
| Drawdown | 11% / 70% |
| Drawdown duration | 12 / 12 d. |
0
Omni ТЕСТЕР СТРАТЕГИЙ
Aggressive PAMM-account for medium and long term investments in the dollars
RuSPb
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