Average year | 121% |
---|---|
Return over 12 d. | 2% |
Average month | 6.8% |
Last day | 3.8% |
Max. Drawdown | 16% |
Worst day | 16% |
Max. leverage | 1:37 |
Stand. deviation | — |
Downside Deviation | 0% |
Best day | 4% |
Volatility | 5.8% |
Return / Risk | 7.7 |
Calmar ratio | 0.4347 |
Sharpe ratio | 0 |
Sortino ratio | 0 |
Shvager ratio | 0.488 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 12 d. |
Trade days | 8 (100%) |
History | 12 d. |
Current stats | |
Drawdown | 1% / 16% |
Drawdown duration | 5 / 5 d. |
Max. leverage | 37 / 500 |
Worst day | 16 / 100% |