Average year | -99% |
---|---|
Return over 22 d. | -26% |
Average month | -35.1% |
Last day | -10.1% |
Max. Drawdown | 32% |
Worst day | 19% |
Max. leverage | 1:26 |
Stand. deviation | — |
Downside Deviation | 26.7% |
Best day | 10% |
Volatility | 13.7% |
Return / Risk | -3.1 |
Calmar ratio | -1.0982 |
Sharpe ratio | 0 |
Sortino ratio | -1.341 |
Shvager ratio | 1.169 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 22 d. |
Trade days | 15 (94%) |
History | 22 d. |
Current stats | |
Drawdown | 32% / 32% |
Drawdown duration | 20 / 20 d. |
Max. leverage | 26 / 500 |