Average year | >10k% |
---|---|
Return over 1 m. | 114% |
Average month | 106.7% |
Last day | 0% |
Last month | 113.9% |
Max. Drawdown | 70% |
Worst day | 70% |
Max. leverage | 1:575 |
Stand. deviation | 110.2% |
Downside Deviation | 0.2% |
Best day | 106% |
Volatility | 22.6% |
Return / Risk | 8,615.8 |
Calmar ratio | 1.5138 |
Sharpe ratio | 0.9605 |
Sortino ratio | 622.7496 |
Shvager ratio | 1.801 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 1 m. |
Trade days | 20 (87%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 70% |
Drawdown duration | 1 / 1 d. |