Average year | 38% |
---|---|
Return over 2,5 m. | 8% |
Average month | 2.7% |
Last day | 56% |
Last month | 146.2% |
Max. Drawdown | 79% |
Worst day | 55% |
Max. leverage | 1:312 |
Stand. deviation | 105.8% |
Downside Deviation | 32.5% |
Best day | 56% |
Volatility | 25.7% |
Return / Risk | 0.5 |
Calmar ratio | 0.0343 |
Sharpe ratio | 0.018 |
Sortino ratio | 0.0585 |
Shvager ratio | 1.157 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 2,5 m. |
Trade days | 58 (97%) |
History | 2,5 m. |
Current stats | |
Drawdown | 3% / 79% |
Drawdown duration | 2.5 / 2,5 m. |