Average year | -99% |
---|---|
Return over 1 m. | -39% |
Average month | -32% |
Last day | 0% |
Last month | -26% |
Max. Drawdown | 54% |
Worst day | 26% |
Max. leverage | 1:65 |
Stand. deviation | 53.8% |
Downside Deviation | 34.8% |
Best day | 22% |
Volatility | 16.2% |
Return / Risk | -1.8 |
Calmar ratio | -0.5907 |
Sharpe ratio | -0.6089 |
Sortino ratio | -0.9398 |
Shvager ratio | 0.771 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1 m. |
Trade days | 25 (86%) |
History | 1,5 m. |
Current stats | |
Drawdown | 39% / 54% |
Drawdown duration | 1.5 / 1,5 m. |