Average year | -100% |
---|---|
Return over 22 d. | -33% |
Average month | -43.2% |
Last day | 0% |
Max. Drawdown | 64% |
Worst day | 60% |
Max. leverage | 1:535 |
Stand. deviation | — |
Downside Deviation | 33.4% |
Best day | 13% |
Volatility | 12.8% |
Return / Risk | -1.6 |
Calmar ratio | -0.6762 |
Sharpe ratio | 0 |
Sortino ratio | -1.3201 |
Shvager ratio | 0.383 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 22 d. |
Trade days | 13 (81%) |
History | 24 d. |
Current stats | |
Drawdown | 41% / 64% |
Drawdown duration | 15 / 15 d. |
Max. leverage | 535 / 500 |