Average year | -100% |
---|---|
Return over 20 d. | -26% |
Average month | -36.3% |
Last day | -53.1% |
Max. Drawdown | 78% |
Worst day | 68% |
Max. leverage | 1:440 |
Stand. deviation | — |
Downside Deviation | 26.7% |
Best day | 31% |
Volatility | 26.3% |
Return / Risk | -1.3 |
Calmar ratio | -0.4654 |
Sharpe ratio | 0 |
Sortino ratio | -1.3862 |
Shvager ratio | 0.62 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 20 d. |
Trade days | 13 (93%) |
History | 20 d. |
Current stats | |
Drawdown | 71% / 78% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 440 / 200 |