Average year | >10k% |
---|---|
Return over 1 m. | 90% |
Average month | 76.1% |
Last day | 0% |
Last month | -43.4% |
Max. Drawdown | 53% |
Worst day | 43% |
Max. leverage | 1:427 |
Stand. deviation | 82.5% |
Downside Deviation | 0.3% |
Best day | 225% |
Volatility | 137.4% |
Return / Risk | 1,675.2 |
Calmar ratio | 1.4329 |
Sharpe ratio | 0.9126 |
Sortino ratio | 278.0963 |
Shvager ratio | 3.091 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 1 m. |
Trade days | 4 (17%) |
History | 1 m. |
Current stats | |
Drawdown | 53% / 53% |
Drawdown duration | 4 / 15 d. |