| Average year | 834% |
|---|---|
| Return over 1,5 m. | 30% |
| Average month | 20.5% |
| Last day | 0% |
| Last month | 32.2% |
| Max. Drawdown | 36% |
| Worst day | 23% |
| Max. leverage | 1:40 |
| Stand. deviation | 17.4% |
| Downside Deviation | 3.1% |
| Best day | 33% |
| Volatility | 7.7% |
| Return / Risk | 23 |
| Calmar ratio | 0.5643 |
| Sharpe ratio | 1.1301 |
| Sortino ratio | 6.2915 |
| Shvager ratio | 0.852 |
| Prefer horizon | 3 m. |
| Longest drawdown | 18 d. |
| Calculation period | 1,5 m. |
| Trade days | 29 (97%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 11% / 36% |
| Drawdown duration | 1 / 18 d. |
3.2
Jianfei0101 Trend trading
Aggressive PAMM-account for medium and long term investments in the dollars
jianfei0101
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