Average year | -100% |
---|---|
Return over 23 d. | -45% |
Average month | -55.1% |
Last day | -7.7% |
Max. Drawdown | 62% |
Worst day | 31% |
Max. leverage | 1:205 |
Stand. deviation | — |
Downside Deviation | 45.5% |
Best day | 11% |
Volatility | 18.1% |
Return / Risk | -1.6 |
Calmar ratio | -0.8832 |
Sharpe ratio | 0 |
Sortino ratio | -1.2293 |
Shvager ratio | 0.587 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 23 d. |
Trade days | 12 (71%) |
History | 23 d. |
Current stats | |
Drawdown | 61% / 62% |
Drawdown duration | 9 / 9 d. |
Max. leverage | 205 / 108 |