Average year | 1,705% |
---|---|
Return over 1,5 m. | 44% |
Average month | 27.3% |
Last day | 0% |
Last month | 230.2% |
Max. Drawdown | 95% |
Worst day | 87% |
Max. leverage | 1:602 |
Stand. deviation | 34.4% |
Downside Deviation | 0.5% |
Best day | 229% |
Volatility | 65.3% |
Return / Risk | 18 |
Calmar ratio | 0.288 |
Sharpe ratio | 0.7705 |
Sortino ratio | 57.4893 |
Shvager ratio | 1.451 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 1,5 m. |
Trade days | 14 (42%) |
History | 1,5 m. |
Current stats | |
Drawdown | 3% / 95% |
Drawdown duration | 24 / 24 d. |