Average year | -100% |
---|---|
Return over 22 d. | -87% |
Average month | -92.8% |
Last day | 0% |
Max. Drawdown | 94% |
Worst day | 86% |
Max. leverage | 1:612 |
Stand. deviation | — |
Downside Deviation | 87.3% |
Best day | 75% |
Volatility | 61.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.9913 |
Sharpe ratio | 0 |
Sortino ratio | -1.0717 |
Shvager ratio | 1.297 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 22 d. |
Trade days | 15 (94%) |
History | 22 d. |
Current stats | |
Drawdown | 93% / 94% |
Drawdown duration | 17 / 17 d. |
Max. leverage | 612 / 500 |