Average year | -100% |
---|---|
Return over 22 d. | -70% |
Average month | -82% |
Last day | 0% |
Max. Drawdown | 72% |
Worst day | 38% |
Max. leverage | 1:414 |
Stand. deviation | — |
Downside Deviation | 70.4% |
Best day | 10% |
Volatility | 19.6% |
Return / Risk | -1.4 |
Calmar ratio | -1.1316 |
Sharpe ratio | 0 |
Sortino ratio | -1.1751 |
Shvager ratio | 0.602 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 22 d. |
Trade days | 14 (88%) |
History | 22 d. |
Current stats | |
Drawdown | 72% / 72% |
Drawdown duration | 14 / 14 d. |
Max. leverage | 414 / 1,000 |