Average year | -26% |
---|---|
Return over 8 d. | -1% |
Average month | -2.5% |
Last day | 0% |
Max. Drawdown | 1% |
Worst day | 1% |
Max. leverage | 1:10 |
Stand. deviation | — |
Downside Deviation | 1.5% |
Best day | 0% |
Volatility | 0.5% |
Return / Risk | -27.1 |
Calmar ratio | -2.5891 |
Sharpe ratio | 0 |
Sortino ratio | -2.2669 |
Shvager ratio | 0.275 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 8 d. |
Trade days | 3 (50%) |
History | 8 d. |
Current stats | |
Drawdown | 1% / 1% |
Drawdown duration | 6 / 6 d. |
Max. leverage | 10 / 11 |
Worst day | 1 / 3% |