Average year | -100% |
---|---|
Return over 30 d. | -93% |
Average month | -93.3% |
Last day | -92.7% |
Max. Drawdown | 95% |
Worst day | 95% |
Max. leverage | 1:604 |
Stand. deviation | — |
Downside Deviation | 93.3% |
Best day | 2% |
Volatility | 31.8% |
Return / Risk | -1.1 |
Calmar ratio | -0.9813 |
Sharpe ratio | 0 |
Sortino ratio | -1.0089 |
Shvager ratio | 1.699 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 30 d. |
Trade days | 6 (27%) |
History | 30 d. |
Current stats | |
Drawdown | 0% / 95% |
Drawdown duration | — / 20 d. |
Max. leverage | 604 / 200 |