| Average year | -28% |
|---|---|
| Return over 5 m. | -13% |
| Average month | -2.7% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Max. Drawdown | 13% |
| Worst day | 9% |
| Max. leverage | 1:34 |
| Stand. deviation | 6.4% |
| Downside Deviation | 6.2% |
| Best day | 0% |
| Volatility | 13.1% |
| Return / Risk | -2.1 |
| Calmar ratio | -0.2073 |
| Sharpe ratio | -0.5568 |
| Sortino ratio | -0.5745 |
| Shvager ratio | 0.049 |
| Prefer horizon | 6 m. |
| Longest drawdown | 5 m. |
| Calculation period | 5 m. |
| Trade days | 2 (2%) |
| History | 5 m. |
| Current stats | |
| Drawdown | 13% / 13% |
| Drawdown duration | 5 / 5 m. |
| Max. leverage | 34 / 55 |
| Worst day | 9 / 35% |
0.8
Optimized EA Weekly optimizable EA
Conservative PAMM-account for medium and long term investments in the dollars
inpamm_trader
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