Average year | -100% |
---|---|
Return over 1,5 m. | -57% |
Average month | -42% |
Last day | 0% |
Last month | -58.7% |
Max. Drawdown | 64% |
Worst day | 58% |
Max. leverage | 1:87 |
Stand. deviation | 77.8% |
Downside Deviation | 37.2% |
Best day | 46% |
Volatility | 17.6% |
Return / Risk | -1.6 |
Calmar ratio | -0.6613 |
Sharpe ratio | -0.5507 |
Sortino ratio | -1.151 |
Shvager ratio | 0.554 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1,5 m. |
Trade days | 22 (65%) |
History | 1,5 m. |
Current stats | |
Drawdown | 63% / 64% |
Drawdown duration | 8 / 8 d. |