Average year | -99% |
---|---|
Return over 1 m. | -36% |
Average month | -33.7% |
Last day | -27.9% |
Last month | -26.1% |
Max. Drawdown | 51% |
Worst day | 28% |
Max. leverage | 1:446 |
Stand. deviation | 28.4% |
Downside Deviation | 24.1% |
Best day | 16% |
Volatility | 15.7% |
Return / Risk | -2 |
Calmar ratio | -0.6647 |
Sharpe ratio | -1.2149 |
Sortino ratio | -1.4348 |
Shvager ratio | 0.796 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 1 m. |
Trade days | 19 (86%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 51% |
Drawdown duration | — / 25 d. |