Average year | 774% |
---|---|
Return over 20 d. | 12% |
Average month | 19.8% |
Last day | 0% |
Max. Drawdown | 55% |
Worst day | 32% |
Max. leverage | 1:99 |
Stand. deviation | — |
Downside Deviation | 0% |
Best day | 23% |
Volatility | 17.3% |
Return / Risk | 14 |
Calmar ratio | 0.3592 |
Sharpe ratio | 0 |
Sortino ratio | 0 |
Shvager ratio | 1.823 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 20 d. |
Trade days | 13 (93%) |
History | 20 d. |
Current stats | |
Drawdown | 54% / 55% |
Drawdown duration | 6 / 6 d. |
Max. leverage | 99 / 50 |
Worst day | 32 / 30% |