Average year | 710% |
---|---|
Return over 1,5 m. | 35% |
Average month | 19% |
Last day | 0% |
Last month | -37.2% |
Max. Drawdown | 47% |
Worst day | 27% |
Max. leverage | 1:404 |
Stand. deviation | 85.9% |
Downside Deviation | 17.1% |
Best day | 137% |
Volatility | 16.6% |
Return / Risk | 15.2 |
Calmar ratio | 0.4068 |
Sharpe ratio | 0.2123 |
Sortino ratio | 1.0639 |
Shvager ratio | 1.304 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 1,5 m. |
Trade days | 35 (95%) |
History | 1,5 m. |
Current stats | |
Drawdown | 41% / 47% |
Drawdown duration | 26 / 26 d. |