| Average year | -100% |
|---|---|
| Return over 3 m. | -99% |
| Average month | -73.9% |
| Last day | 0% |
| Last month | -99.2% |
| Last 3 months | -98.4% |
| Max. Drawdown | 99% |
| Worst day | 84% |
| Max. leverage | 1:738 |
| Stand. deviation | 788.5% |
| Downside Deviation | 57.7% |
| Best day | 63% |
| Volatility | 24.1% |
| Return / Risk | -1 |
| Calmar ratio | -0.7433 |
| Sharpe ratio | -0.0947 |
| Sortino ratio | -1.294 |
| Shvager ratio | 0.64 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 3 m. |
| Trade days | 67 (96%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 99% / 99% |
| Drawdown duration | 1.5 / 1,5 m. |
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Arwolf Robust trading strategy
Aggressive PAMM-account for medium and long term investments in the dollars
arwolf
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