Average year | 206% |
---|---|
Return over 2,5 m. | 24% |
Average month | 9.8% |
Last day | -57.8% |
Last month | -39.1% |
Max. Drawdown | 72% |
Worst day | 63% |
Max. leverage | 1:452 |
Stand. deviation | 56.6% |
Downside Deviation | 19.2% |
Best day | 88% |
Volatility | 16.3% |
Return / Risk | 2.9 |
Calmar ratio | 0.1354 |
Sharpe ratio | 0.1585 |
Sortino ratio | 0.4673 |
Shvager ratio | 0.985 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 2,5 m. |
Trade days | 44 (88%) |
History | 2,5 m. |
Current stats | |
Drawdown | 71% / 72% |
Drawdown duration | 1 / 5 d. |