| Average year | -100% |
|---|---|
| Return over 6,5 m. | -97% |
| Average month | -40.5% |
| Last day | -7% |
| Last month | -76.8% |
| Last 3 months | -97.1% |
| Last 6 months | -97.1% |
| Max. Drawdown | 98% |
| Worst day | 57% |
| Max. leverage | 1:100 |
| Stand. deviation | 100.9% |
| Downside Deviation | 42.6% |
| Best day | 66% |
| Volatility | 15.8% |
| Return / Risk | -1 |
| Calmar ratio | -0.4137 |
| Sharpe ratio | -0.409 |
| Sortino ratio | -0.9694 |
| Shvager ratio | 0.926 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 m. |
| Calculation period | 6,5 m. |
| Trade days | 124 (84%) |
| History | 6,5 m. |
| Current stats | |
| Drawdown | 97% / 98% |
| Drawdown duration | 2.5 / 3 m. |
| Max. leverage | 100 / 100 |
| Worst day | 57 / 20% |
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BW and EW Билл Вильямс и Эллиот
Aggressive PAMM-account for medium and long term investments in the dollars
John-351
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