Average year | -49% |
---|---|
Return over 1,5 m. | -9% |
Average month | -5.5% |
Last day | -29% |
Last month | -12.7% |
Max. Drawdown | 59% |
Worst day | 41% |
Max. leverage | 1:117 |
Stand. deviation | 14.9% |
Downside Deviation | 9.6% |
Best day | 93% |
Volatility | 11% |
Return / Risk | -0.8 |
Calmar ratio | -0.0933 |
Sharpe ratio | -0.423 |
Sortino ratio | -0.6565 |
Shvager ratio | 1.281 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1,5 m. |
Trade days | 36 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 55% / 59% |
Drawdown duration | 1 / 7 d. |