| Average year | 23% |
|---|---|
| Return over 1,5 m. | 3% |
| Average month | 1.7% |
| Last day | -1.7% |
| Last month | 0.1% |
| Max. Drawdown | 25% |
| Worst day | 19% |
| Max. leverage | 1:95 |
| Stand. deviation | 13.2% |
| Downside Deviation | 5.3% |
| Best day | 12% |
| Volatility | 4.1% |
| Return / Risk | 0.9 |
| Calmar ratio | 0.0692 |
| Sharpe ratio | 0.0698 |
| Sortino ratio | 0.1757 |
| Shvager ratio | 1.003 |
| Prefer horizon | 3 m. |
| Longest drawdown | 20 d. |
| Calculation period | 1,5 m. |
| Trade days | 32 (86%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 12% / 25% |
| Drawdown duration | 20 / 20 d. |
0.8
Algointegral Скальпинговая стратегия
Aggressive PAMM-account for medium and long term investments in the dollars
TomahawkFX
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