Average year | -1% |
---|---|
Return over 19 d. | 0% |
Average month | 0% |
Last day | 0% |
Max. Drawdown | 5% |
Worst day | 4% |
Max. leverage | 1:14 |
Stand. deviation | — |
Downside Deviation | 0.8% |
Best day | 2% |
Volatility | 1.6% |
Return / Risk | -0.1 |
Calmar ratio | -0.0092 |
Sharpe ratio | 0 |
Sortino ratio | -1.0169 |
Shvager ratio | 0.726 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 19 d. |
Trade days | 14 (93%) |
History | 19 d. |
Current stats | |
Drawdown | 4% / 5% |
Drawdown duration | 3 / 3 d. |
Max. leverage | 14 / 500 |
Worst day | 4 / 30% |