Average year | 96% |
---|---|
Return over 1,5 m. | 10% |
Average month | 5.8% |
Last day | -82.8% |
Last month | -67.8% |
Max. Drawdown | 90% |
Worst day | 90% |
Max. leverage | 1:879 |
Stand. deviation | 478.1% |
Downside Deviation | 45.8% |
Best day | 104% |
Volatility | 31.4% |
Return / Risk | 1.1 |
Calmar ratio | 0.0642 |
Sharpe ratio | 0.0104 |
Sortino ratio | 0.1086 |
Shvager ratio | 1.127 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 1,5 m. |
Trade days | 26 (72%) |
History | 1,5 m. |
Current stats | |
Drawdown | 0% / 90% |
Drawdown duration | — / 6 d. |