| Average year | -55% |
|---|---|
| Return over 1,9 y. | -78% |
| Average month | -6.4% |
| Last day | -0.4% |
| Last month | -19.1% |
| Last 3 months | -35.6% |
| Last 6 months | -51.8% |
| Last year | -72.2% |
| Max. Drawdown | 83% |
| Worst day | 16% |
| Max. leverage | 1:55 |
| Stand. deviation | 13.8% |
| Downside Deviation | 12.6% |
| Best day | 15% |
| Volatility | 3.9% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.0771 |
| Sharpe ratio | -0.5227 |
| Sortino ratio | -0.5715 |
| Shvager ratio | 1.201 |
| Prefer horizon | 24 m. |
| Longest drawdown | 1,8 y. |
| Calculation period | 1,9 y. |
| Trade days | 494 (99%) |
| History | 1,9 y. |
| Current stats | |
| Drawdown | 83% / 83% |
| Drawdown duration | 1.8 / 1,8 y. |
1.6
Momentum M5 long term swing system
Aggressive PAMM-account for long term investments in the dollars
strueli
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