Average year | -100% |
---|---|
Return over 22 d. | -43% |
Average month | -55.1% |
Last day | -26.8% |
Max. Drawdown | 46% |
Worst day | 27% |
Max. leverage | 1:68 |
Stand. deviation | — |
Downside Deviation | 43.5% |
Best day | 3% |
Volatility | 9.1% |
Return / Risk | -2.2 |
Calmar ratio | -1.1915 |
Sharpe ratio | 0 |
Sortino ratio | -1.2847 |
Shvager ratio | 0.331 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 22 d. |
Trade days | 14 (88%) |
History | 24 d. |
Current stats | |
Drawdown | 46% / 46% |
Drawdown duration | 18 / 18 d. |
Max. leverage | 68 / 200 |