Average year | -100% |
---|---|
Return over 22 d. | -48% |
Average month | -61.4% |
Last day | -31.9% |
Max. Drawdown | 52% |
Worst day | 32% |
Max. leverage | 1:83 |
Stand. deviation | — |
Downside Deviation | 49.2% |
Best day | 3% |
Volatility | 10.4% |
Return / Risk | -1.9 |
Calmar ratio | -1.1841 |
Sharpe ratio | 0 |
Sortino ratio | -1.2635 |
Shvager ratio | 0.32 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 22 d. |
Trade days | 14 (88%) |
History | 24 d. |
Current stats | |
Drawdown | 52% / 52% |
Drawdown duration | 18 / 18 d. |
Max. leverage | 83 / 200 |