Average year | -100% |
---|---|
Return over 22 d. | -40% |
Average month | -50.6% |
Last day | -14.9% |
Max. Drawdown | 44% |
Worst day | 22% |
Max. leverage | 1:62 |
Stand. deviation | — |
Downside Deviation | 40.9% |
Best day | 15% |
Volatility | 23.1% |
Return / Risk | -2.3 |
Calmar ratio | -1.1438 |
Sharpe ratio | 0 |
Sortino ratio | -1.256 |
Shvager ratio | 0.528 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 22 d. |
Trade days | 9 (56%) |
History | 23 d. |
Current stats | |
Drawdown | 43% / 44% |
Drawdown duration | 15 / 15 d. |
Max. leverage | 62 / 200 |