Average year | -100% |
---|---|
Return over 16 d. | -57% |
Average month | -80.6% |
Last day | 32.7% |
Max. Drawdown | 89% |
Worst day | 75% |
Max. leverage | 1:168 |
Stand. deviation | — |
Downside Deviation | 58.3% |
Best day | 50% |
Volatility | 49.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.9063 |
Sharpe ratio | 0 |
Sortino ratio | -1.3964 |
Shvager ratio | 1.174 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 16 d. |
Trade days | 10 (83%) |
History | 16 d. |
Current stats | |
Drawdown | 60% / 89% |
Drawdown duration | 9 / 9 d. |
Max. leverage | 168 / 100 |