| Average year | -89% |
|---|---|
| Return over 2 m. | -28% |
| Average month | -16.6% |
| Last day | -1.4% |
| Last month | -27.6% |
| Max. Drawdown | 39% |
| Worst day | 25% |
| Max. leverage | 1:57 |
| Stand. deviation | 19.5% |
| Downside Deviation | 18.2% |
| Best day | 10% |
| Volatility | 7.6% |
| Return / Risk | -2.3 |
| Calmar ratio | -0.4256 |
| Sharpe ratio | -0.8933 |
| Sortino ratio | -0.9558 |
| Shvager ratio | 0.914 |
| Prefer horizon | 3 m. |
| Longest drawdown | 27 d. |
| Calculation period | 2 m. |
| Trade days | 22 (56%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 33% / 39% |
| Drawdown duration | 12 / 27 d. |
0.3
Momentum Classic Impulse trading system
Aggressive PAMM-account for medium and long term investments in the dollars
ivanvp
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