| Average year | -24% |
|---|---|
| Return over 1 m. | -2% |
| Average month | -2.3% |
| Last day | -10.3% |
| Max. Drawdown | 27% |
| Worst day | 22% |
| Max. leverage | 1:45 |
| Stand. deviation | — |
| Downside Deviation | 3% |
| Best day | 5% |
| Volatility | 4.9% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.0841 |
| Sharpe ratio | 0 |
| Sortino ratio | -1 |
| Shvager ratio | 0.486 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 1 m. |
| Trade days | 10 (43%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 22% / 27% |
| Drawdown duration | 1 / 2 d. |
0
Petrovich.-USD-. Тестирование
Aggressive PAMM-account for medium and long term investments in the dollars
Petrovich777
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