Average year | -100% |
---|---|
Return over 17 d. | -40% |
Average month | -59.5% |
Last day | 9.2% |
Max. Drawdown | 61% |
Worst day | 49% |
Max. leverage | 1:104 |
Stand. deviation | — |
Downside Deviation | 40.8% |
Best day | 24% |
Volatility | 31.9% |
Return / Risk | -1.7 |
Calmar ratio | -0.9822 |
Sharpe ratio | 0 |
Sortino ratio | -1.4781 |
Shvager ratio | 1.054 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 17 d. |
Trade days | 13 (100%) |
History | 18 d. |
Current stats | |
Drawdown | 51% / 61% |
Drawdown duration | 9 / 9 d. |
Max. leverage | 104 / 125 |