Average year | -100% |
---|---|
Return over 24 d. | -39% |
Average month | -45% |
Last day | -36.5% |
Max. Drawdown | 55% |
Worst day | 37% |
Max. leverage | 1:122 |
Stand. deviation | — |
Downside Deviation | 39.5% |
Best day | 29% |
Volatility | 21.2% |
Return / Risk | -1.8 |
Calmar ratio | -0.8175 |
Sharpe ratio | 0 |
Sortino ratio | -1.1599 |
Shvager ratio | 0.829 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 24 d. |
Trade days | 18 (100%) |
History | 24 d. |
Current stats | |
Drawdown | 55% / 55% |
Drawdown duration | 3 / 6 d. |
Max. leverage | 122 / 110 |