Average year | -100% |
---|---|
Return over 21 d. | -86% |
Average month | -94.5% |
Last day | -87.9% |
Max. Drawdown | 89% |
Worst day | 88% |
Max. leverage | 1:773 |
Stand. deviation | — |
Downside Deviation | 87% |
Best day | 11% |
Volatility | 16.1% |
Return / Risk | -1.1 |
Calmar ratio | -1.0665 |
Sharpe ratio | 0 |
Sortino ratio | -1.0959 |
Shvager ratio | 0.316 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 21 d. |
Trade days | 15 (100%) |
History | 21 d. |
Current stats | |
Drawdown | 89% / 89% |
Drawdown duration | 7 / 7 d. |
Max. leverage | 773 / 100 |