Average year | -100% |
---|---|
Return over 28 d. | -94% |
Average month | -95.3% |
Last day | 1% |
Max. Drawdown | 95% |
Worst day | 54% |
Max. leverage | 1:167 |
Stand. deviation | — |
Downside Deviation | 94.6% |
Best day | 18% |
Volatility | 33.7% |
Return / Risk | -1.1 |
Calmar ratio | -1.0022 |
Sharpe ratio | 0 |
Sortino ratio | -1.0159 |
Shvager ratio | 0.48 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 28 d. |
Trade days | 20 (100%) |
History | 28 d. |
Current stats | |
Drawdown | 94% / 95% |
Drawdown duration | 27 / 27 d. |
Max. leverage | 167 / 150 |