Average year | -100% |
---|---|
Return over 16 d. | -44% |
Average month | -67.3% |
Last day | -32.5% |
Max. Drawdown | 44% |
Worst day | 33% |
Max. leverage | 1:187 |
Stand. deviation | — |
Downside Deviation | 45% |
Best day | 9% |
Volatility | 29.2% |
Return / Risk | -2.2 |
Calmar ratio | -1.5146 |
Sharpe ratio | 0 |
Sortino ratio | -1.5136 |
Shvager ratio | 0.217 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 16 d. |
Trade days | 5 (42%) |
History | 17 d. |
Current stats | |
Drawdown | 44% / 44% |
Drawdown duration | 15 / 15 d. |
Max. leverage | 187 / 500 |