Average year | -100% |
---|---|
Return over 20 d. | -35% |
Average month | -47.7% |
Last day | -31.1% |
Max. Drawdown | 58% |
Worst day | 49% |
Max. leverage | 1:129 |
Stand. deviation | — |
Downside Deviation | 35.9% |
Best day | 7% |
Volatility | 12.3% |
Return / Risk | -1.7 |
Calmar ratio | -0.8293 |
Sharpe ratio | 0 |
Sortino ratio | -1.3515 |
Shvager ratio | 0.417 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 20 d. |
Trade days | 13 (93%) |
History | 20 d. |
Current stats | |
Drawdown | 43% / 58% |
Drawdown duration | 3 / 6 d. |
Max. leverage | 129 / 200 |