| Average year | -86% |
|---|---|
| Return over 29 d. | -15% |
| Average month | -15.3% |
| Last day | 5.8% |
| Max. Drawdown | 59% |
| Worst day | 33% |
| Max. leverage | 1:121 |
| Stand. deviation | — |
| Downside Deviation | 15.5% |
| Best day | 34% |
| Volatility | 16.7% |
| Return / Risk | -1.5 |
| Calmar ratio | -0.2605 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.0415 |
| Shvager ratio | 0.723 |
| Prefer horizon | 3 m. |
| Longest drawdown | 13 d. |
| Calculation period | 29 d. |
| Trade days | 20 (95%) |
| History | 29 d. |
| Current stats | |
| Drawdown | 28% / 59% |
| Drawdown duration | 13 / 13 d. |
0
AP2021 trend trading
Aggressive PAMM-account for medium and long term investments in the dollars
liaofan
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