| Average year | -85% |
|---|---|
| Return over 2 m. | -25% |
| Average month | -14.7% |
| Last day | 0.6% |
| Last month | -2.6% |
| Max. Drawdown | 29% |
| Worst day | 12% |
| Max. leverage | 1:18 |
| Stand. deviation | 7.6% |
| Downside Deviation | 14.6% |
| Best day | 8% |
| Volatility | 5.9% |
| Return / Risk | -2.9 |
| Calmar ratio | -0.5055 |
| Sharpe ratio | -2.0447 |
| Sortino ratio | -1.061 |
| Shvager ratio | 0.908 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 2 m. |
| Trade days | 38 (100%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 25% / 29% |
| Drawdown duration | 1.5 / 1,5 m. |
0.8
NNT Neural Network Trading
Conservative PAMM-account for medium and long term investments in the dollars
Zohar
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