Average year | -100% |
---|---|
Return over 22 d. | -33% |
Average month | -42.4% |
Last day | -15.1% |
Max. Drawdown | 58% |
Worst day | 35% |
Max. leverage | 1:82 |
Stand. deviation | — |
Downside Deviation | 33.9% |
Best day | 35% |
Volatility | 20.7% |
Return / Risk | -1.7 |
Calmar ratio | -0.7356 |
Sharpe ratio | 0 |
Sortino ratio | -1.2763 |
Shvager ratio | 1.277 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 22 d. |
Trade days | 16 (100%) |
History | 22 d. |
Current stats | |
Drawdown | 58% / 58% |
Drawdown duration | 9 / 9 d. |
Max. leverage | 82 / 150 |