Average year | -100% |
---|---|
Return over 12 d. | -39% |
Average month | -67.6% |
Last day | -38% |
Max. Drawdown | 64% |
Worst day | 39% |
Max. leverage | 1:136 |
Stand. deviation | — |
Downside Deviation | 39.5% |
Best day | 15% |
Volatility | 21.5% |
Return / Risk | -1.6 |
Calmar ratio | -1.0478 |
Sharpe ratio | 0 |
Sortino ratio | -1.7305 |
Shvager ratio | 1.277 |
Prefer horizon | 3 m. |
Longest drawdown | 2 d. |
Calculation period | 12 d. |
Trade days | 10 (100%) |
History | 12 d. |
Current stats | |
Drawdown | 64% / 64% |
Drawdown duration | 2 / 2 d. |
Max. leverage | 136 / 102 |