| Average year | -100% |
|---|---|
| Return over 2,5 m. | -96% |
| Average month | -75.7% |
| Last day | 67.9% |
| Last month | -95.6% |
| Max. Drawdown | 99% |
| Worst day | 72% |
| Max. leverage | 1:794 |
| Stand. deviation | 195.7% |
| Downside Deviation | 62% |
| Best day | 68% |
| Volatility | 37.1% |
| Return / Risk | -1 |
| Calmar ratio | -0.7649 |
| Sharpe ratio | -0.3908 |
| Sortino ratio | -1.2337 |
| Shvager ratio | 0.741 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 2,5 m. |
| Trade days | 29 (57%) |
| History | 2,5 m. |
| Current stats | |
| Drawdown | 98% / 99% |
| Drawdown duration | 2 / 2 m. |
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Red16 Торговля внутри дня
Aggressive PAMM-account for medium and long term investments in the dollars
Михаил Лихобабин
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