Average year | -100% |
---|---|
Return over 24 d. | -85% |
Average month | -91.1% |
Last day | -93.2% |
Max. Drawdown | 95% |
Worst day | 95% |
Max. leverage | 1:780 |
Stand. deviation | — |
Downside Deviation | 85.7% |
Best day | 42% |
Volatility | 30.1% |
Return / Risk | -1.1 |
Calmar ratio | -0.9627 |
Sharpe ratio | 0 |
Sortino ratio | -1.0719 |
Shvager ratio | 0.805 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 24 d. |
Trade days | 12 (67%) |
History | 25 d. |
Current stats | |
Drawdown | 0% / 95% |
Drawdown duration | — / 6 d. |
Max. leverage | 780 / 200 |