| Average year | -100% |
|---|---|
| Return over 1,5 m. | -59% |
| Average month | -43.8% |
| Last day | 0% |
| Last month | -60.7% |
| Max. Drawdown | 64% |
| Worst day | 60% |
| Max. leverage | 1:291 |
| Stand. deviation | 74.4% |
| Downside Deviation | 37.8% |
| Best day | 8% |
| Volatility | 10.5% |
| Return / Risk | -1.6 |
| Calmar ratio | -0.6846 |
| Sharpe ratio | -0.5991 |
| Sortino ratio | -1.1785 |
| Shvager ratio | 0.336 |
| Prefer horizon | 3 m. |
| Longest drawdown | 10 d. |
| Calculation period | 1,5 m. |
| Trade days | 19 (58%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 63% / 64% |
| Drawdown duration | 10 / 10 d. |
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Biggame09 Алгоритмическая торговля
Aggressive PAMM-account for medium and long term investments in the dollars
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