Average year | -100% |
---|---|
Return over 11 d. | -51% |
Average month | -82.6% |
Last day | -17.9% |
Max. Drawdown | 80% |
Worst day | 59% |
Max. leverage | 1:97 |
Stand. deviation | — |
Downside Deviation | 51.9% |
Best day | 49% |
Volatility | 45.1% |
Return / Risk | -1.3 |
Calmar ratio | -1.0358 |
Sharpe ratio | 0 |
Sortino ratio | -1.6068 |
Shvager ratio | 0.75 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 11 d. |
Trade days | 9 (100%) |
History | 11 d. |
Current stats | |
Drawdown | 52% / 80% |
Drawdown duration | 10 / 10 d. |
Max. leverage | 97 / 25 |