| Average year | 10% |
|---|---|
| Return over 1 m. | 1% |
| Average month | 0.8% |
| Last day | 7.5% |
| Last month | -0.5% |
| Max. Drawdown | 85% |
| Worst day | 67% |
| Max. leverage | 1:843 |
| Stand. deviation | 7% |
| Downside Deviation | 6.8% |
| Best day | 32% |
| Volatility | 23.2% |
| Return / Risk | 0.1 |
| Calmar ratio | 0.009 |
| Sharpe ratio | -0.0049 |
| Sortino ratio | -0.005 |
| Shvager ratio | 0.727 |
| Prefer horizon | 3 m. |
| Longest drawdown | 29 d. |
| Calculation period | 1 m. |
| Trade days | 24 (100%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 18% / 85% |
| Drawdown duration | 29 / 29 d. |
0.9
EA Roll X1
Aggressive PAMM-account for medium and long term investments in the rubles
remon
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