Average year | -100% |
---|---|
Return over 28 d. | -51% |
Average month | -54.8% |
Last day | -7.3% |
Max. Drawdown | 53% |
Worst day | 21% |
Max. leverage | 1:62 |
Stand. deviation | — |
Downside Deviation | 52.2% |
Best day | 6% |
Volatility | 12.1% |
Return / Risk | -1.9 |
Calmar ratio | -1.0358 |
Sharpe ratio | 0 |
Sortino ratio | -1.0648 |
Shvager ratio | 0.449 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 28 d. |
Trade days | 15 (75%) |
History | 28 d. |
Current stats | |
Drawdown | 53% / 53% |
Drawdown duration | 20 / 20 d. |
Max. leverage | 62 / 500 |