Average year | -100% |
---|---|
Return over 11 d. | -43% |
Average month | -76.1% |
Last day | -50.4% |
Max. Drawdown | 70% |
Worst day | 56% |
Max. leverage | 1:124 |
Stand. deviation | — |
Downside Deviation | 43.6% |
Best day | 25% |
Volatility | 28.8% |
Return / Risk | -1.4 |
Calmar ratio | -1.0868 |
Sharpe ratio | 0 |
Sortino ratio | -1.761 |
Shvager ratio | 0.759 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 11 d. |
Trade days | 9 (100%) |
History | 12 d. |
Current stats | |
Drawdown | 70% / 70% |
Drawdown duration | 7 / 7 d. |
Max. leverage | 124 / 200 |