| Average year | -84% |
|---|---|
| Return over 26 d. | -12% |
| Average month | -14.1% |
| Last day | 0.2% |
| Max. Drawdown | 14% |
| Worst day | 5% |
| Max. leverage | 1:22 |
| Stand. deviation | — |
| Downside Deviation | 13.1% |
| Best day | 1% |
| Volatility | 2.7% |
| Return / Risk | -5.8 |
| Calmar ratio | -0.9779 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1305 |
| Shvager ratio | 0.313 |
| Prefer horizon | 3 m. |
| Longest drawdown | 25 d. |
| Calculation period | 26 d. |
| Trade days | 13 (65%) |
| History | 28 d. |
| Current stats | |
| Drawdown | 13% / 14% |
| Drawdown duration | 25 / 25 d. |
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PACman ts correlated pairs in trade
Conservative PAMM-account for medium and long term investments in the dollars
mvlad0
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