Average year | -100% |
---|---|
Return over 20 d. | -86% |
Average month | -95.4% |
Last day | -79.3% |
Max. Drawdown | 95% |
Worst day | 83% |
Max. leverage | 1:806 |
Stand. deviation | — |
Downside Deviation | 86.7% |
Best day | 27% |
Volatility | 43.7% |
Return / Risk | -1 |
Calmar ratio | -0.9999 |
Sharpe ratio | 0 |
Sortino ratio | -1.1095 |
Shvager ratio | 0.684 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 20 d. |
Trade days | 14 (100%) |
History | 20 d. |
Current stats | |
Drawdown | 95% / 95% |
Drawdown duration | 5 / 5 d. |
Max. leverage | 806 / 200 |