Average year | 195% |
---|---|
Return over 20 d. | 6% |
Average month | 9.4% |
Last day | -8% |
Max. Drawdown | 21% |
Worst day | 14% |
Max. leverage | 1:36 |
Stand. deviation | — |
Downside Deviation | 0% |
Best day | 11% |
Volatility | 6.2% |
Return / Risk | 9.1 |
Calmar ratio | 0.4414 |
Sharpe ratio | 0 |
Sortino ratio | 0 |
Shvager ratio | 0.854 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 20 d. |
Trade days | 13 (93%) |
History | 20 d. |
Current stats | |
Drawdown | 21% / 21% |
Drawdown duration | 2 / 3 d. |
Max. leverage | 36 / 100 |
Worst day | 14 / 15% |