| Average year | -100% |
|---|---|
| Return over 3,5 m. | -92% |
| Average month | -52.3% |
| Last day | -89.1% |
| Last month | -94.1% |
| Last 3 months | -90.8% |
| Max. Drawdown | 96% |
| Worst day | 89% |
| Max. leverage | 1:721 |
| Stand. deviation | 85.5% |
| Downside Deviation | 32.4% |
| Best day | 76% |
| Volatility | 11.1% |
| Return / Risk | -1 |
| Calmar ratio | -0.5442 |
| Sharpe ratio | -0.621 |
| Sortino ratio | -1.6389 |
| Shvager ratio | 1.047 |
| Prefer horizon | 3 m. |
| Longest drawdown | 14 d. |
| Calculation period | 3,5 m. |
| Trade days | 71 (96%) |
| History | 3,5 m. |
| Current stats | |
| Drawdown | 96% / 96% |
| Drawdown duration | 14 / 14 d. |
0
AlphaNeuroTrade Futures Neural Network
Aggressive PAMM-account for medium and long term investments in the rubles
rgoldenberg
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