Average year | -100% |
---|---|
Return over 17 d. | -83% |
Average month | -95.4% |
Last day | 0% |
Max. Drawdown | 83% |
Worst day | 71% |
Max. leverage | 1:757 |
Stand. deviation | — |
Downside Deviation | 83.3% |
Best day | 27% |
Volatility | 33.8% |
Return / Risk | -1.2 |
Calmar ratio | -1.1496 |
Sharpe ratio | 0 |
Sortino ratio | -1.1547 |
Shvager ratio | 0.706 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 17 d. |
Trade days | 12 (92%) |
History | 18 d. |
Current stats | |
Drawdown | 83% / 83% |
Drawdown duration | 15 / 15 d. |
Max. leverage | 757 / 200 |