Average year | 66% |
---|---|
Return over 1,5 m. | 7% |
Average month | 4.3% |
Last day | -64.3% |
Last month | -61.7% |
Max. Drawdown | 82% |
Worst day | 78% |
Max. leverage | 1:248 |
Stand. deviation | 132% |
Downside Deviation | 28.2% |
Best day | 47% |
Volatility | 22.7% |
Return / Risk | 0.8 |
Calmar ratio | 0.0526 |
Sharpe ratio | 0.0267 |
Sortino ratio | 0.1249 |
Shvager ratio | 1.013 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 1,5 m. |
Trade days | 35 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 74% / 82% |
Drawdown duration | 2 / 23 d. |