Average year | >10k% |
---|---|
Return over 1 m. | 478% |
Average month | 368.2% |
Last day | 39.3% |
Last month | 269.3% |
Max. Drawdown | 58% |
Worst day | 49% |
Max. leverage | 1:474 |
Stand. deviation | 567.3% |
Downside Deviation | 7.5% |
Best day | 39% |
Volatility | 23.3% |
Return / Risk | >10k |
Calmar ratio | 6.4005 |
Sharpe ratio | 0.6476 |
Sortino ratio | 48.6721 |
Shvager ratio | 1.365 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 1 m. |
Trade days | 26 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 29% / 58% |
Drawdown duration | 1 / 1 d. |