Average year | -71% |
---|---|
Return over 1,5 m. | -16% |
Average month | -9.8% |
Last day | 30.7% |
Last month | -28.9% |
Max. Drawdown | 74% |
Worst day | 53% |
Max. leverage | 1:262 |
Stand. deviation | 43% |
Downside Deviation | 20.1% |
Best day | 31% |
Volatility | 7.3% |
Return / Risk | -1 |
Calmar ratio | -0.1336 |
Sharpe ratio | -0.2471 |
Sortino ratio | -0.5283 |
Shvager ratio | 0.735 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 1,5 m. |
Trade days | 33 (89%) |
History | 1,5 m. |
Current stats | |
Drawdown | 36% / 74% |
Drawdown duration | 5 / 5 d. |