Average year | -100% |
---|---|
Return over 16 d. | -97% |
Average month | -99.8% |
Last day | -85.2% |
Max. Drawdown | 98% |
Worst day | 87% |
Max. leverage | 1:365 |
Stand. deviation | — |
Downside Deviation | 97.9% |
Best day | 17% |
Volatility | 42.6% |
Return / Risk | -1 |
Calmar ratio | -1.0178 |
Sharpe ratio | 0 |
Sortino ratio | -1.0281 |
Shvager ratio | 0.328 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 16 d. |
Trade days | 12 (100%) |
History | 16 d. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 4 / 4 d. |
Max. leverage | 365 / 100 |