Average year | -100% |
---|---|
Return over 10 d. | -66% |
Average month | -95.5% |
Last day | -1.8% |
Max. Drawdown | 78% |
Worst day | 69% |
Max. leverage | 1:917 |
Stand. deviation | — |
Downside Deviation | 66.8% |
Best day | 9% |
Volatility | 28.3% |
Return / Risk | -1.3 |
Calmar ratio | -1.2206 |
Sharpe ratio | 0 |
Sortino ratio | -1.4412 |
Shvager ratio | 0.47 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 10 d. |
Trade days | 8 (100%) |
History | 10 d. |
Current stats | |
Drawdown | 72% / 78% |
Drawdown duration | 4 / 4 d. |
Max. leverage | 917 / 1,000 |