| Average year | -4% |
|---|---|
| Return over 3,7 y. | -12% |
| Average month | -0.3% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Last 6 months | 0.1% |
| Last year | -2.9% |
| Max. Drawdown | 35% |
| Worst day | 10% |
| Max. leverage | 1:99 |
| Stand. deviation | 5.2% |
| Downside Deviation | 3.9% |
| Best day | 10% |
| Volatility | 2.9% |
| Return / Risk | -0.1 |
| Calmar ratio | -0.0084 |
| Sharpe ratio | -0.2097 |
| Sortino ratio | -0.2778 |
| Shvager ratio | 1.108 |
| Prefer horizon | 24 m. |
| Longest drawdown | 2 y. |
| Calculation period | 3,7 y. |
| Trade days | 440 (45%) |
| History | 3,7 y. |
| Current stats | |
| Drawdown | 34% / 35% |
| Drawdown duration | 2 / 2 y. |
2.2
L.A Торговля по уровням
Conservative PAMM-account for long term investments in the dollars
JIexa1701
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