Average year | -100% |
---|---|
Return over 24 d. | -66% |
Average month | -75% |
Last day | 6.1% |
Max. Drawdown | 92% |
Worst day | 82% |
Max. leverage | 1:1,569 |
Stand. deviation | — |
Downside Deviation | 67% |
Best day | 67% |
Volatility | 22.3% |
Return / Risk | -1.1 |
Calmar ratio | -0.8164 |
Sharpe ratio | 0 |
Sortino ratio | -1.1314 |
Shvager ratio | 1.234 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 24 d. |
Trade days | 18 (100%) |
History | 24 d. |
Current stats | |
Drawdown | 80% / 92% |
Drawdown duration | 4 / 4 d. |
Max. leverage | 1,569 / 380 |