| Average year | -100% |
|---|---|
| Return over 6,5 m. | -96% |
| Average month | -39% |
| Last day | -0.6% |
| Last month | -95.7% |
| Last 3 months | -95.6% |
| Last 6 months | -96.6% |
| Max. Drawdown | 97% |
| Worst day | 96% |
| Max. leverage | 1:735 |
| Stand. deviation | 76.6% |
| Downside Deviation | 35.4% |
| Best day | 83% |
| Volatility | 13.4% |
| Return / Risk | -1 |
| Calmar ratio | -0.4012 |
| Sharpe ratio | -0.5199 |
| Sortino ratio | -1.1242 |
| Shvager ratio | 0.912 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 6,5 m. |
| Trade days | 141 (99%) |
| History | 6,5 m. |
| Current stats | |
| Drawdown | 97% / 97% |
| Drawdown duration | 1.5 / 2 m. |
0
SisTema.2 тестируется
Aggressive PAMM-account for medium and long term investments in the dollars
andreybatr
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