| Average year | 471% |
|---|---|
| Return over 2 m. | 33% |
| Average month | 15.6% |
| Last day | 0% |
| Last month | 19% |
| Max. Drawdown | 72% |
| Worst day | 70% |
| Max. leverage | 1:199 |
| Stand. deviation | 2.1% |
| Downside Deviation | 0% |
| Best day | 55% |
| Volatility | 17.2% |
| Return / Risk | 6.5 |
| Calmar ratio | 0.2166 |
| Sharpe ratio | 7.1191 |
| Sortino ratio | 0 |
| Shvager ratio | 0.987 |
| Prefer horizon | 3 m. |
| Longest drawdown | 23 d. |
| Calculation period | 2 m. |
| Trade days | 21 (48%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 1% / 72% |
| Drawdown duration | 23 / 23 d. |
3.2
DENVER EURUSD 003
Aggressive PAMM-account for medium and long term investments in the rubles
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