Average year | -100% |
---|---|
Return over 12 d. | -97% |
Average month | -100% |
Last day | -96.7% |
Max. Drawdown | 98% |
Worst day | 98% |
Max. leverage | 1:2,130 |
Stand. deviation | — |
Downside Deviation | 97.4% |
Best day | 4% |
Volatility | 26.1% |
Return / Risk | -1 |
Calmar ratio | -1.0201 |
Sharpe ratio | 0 |
Sortino ratio | -1.0344 |
Shvager ratio | 0.47 |
Prefer horizon | 3 m. |
Longest drawdown | 2 d. |
Calculation period | 12 d. |
Trade days | 8 (80%) |
History | 12 d. |
Current stats | |
Drawdown | 0% / 98% |
Drawdown duration | — / 2 d. |
Max. leverage | 2,130 / 1,000 |