| Average year | -100% |
|---|---|
| Return over 1 m. | -73% |
| Average month | -67.7% |
| Last day | -53.4% |
| Last month | -68.2% |
| Max. Drawdown | 88% |
| Worst day | 55% |
| Max. leverage | 1:236 |
| Stand. deviation | 51.4% |
| Downside Deviation | 42.7% |
| Best day | 35% |
| Volatility | 27.9% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.7732 |
| Sharpe ratio | -1.3337 |
| Sortino ratio | -1.6055 |
| Shvager ratio | 1.141 |
| Prefer horizon | 3 m. |
| Longest drawdown | 20 d. |
| Calculation period | 1 m. |
| Trade days | 26 (100%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 87% / 88% |
| Drawdown duration | 20 / 20 d. |
0
Trend System Трендовая система
Aggressive PAMM-account for medium and long term investments in the dollars
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