Average year | 40% |
---|---|
Return over 11 d. | 1% |
Average month | 2.9% |
Last day | 6.9% |
Max. Drawdown | 22% |
Worst day | 17% |
Max. leverage | 1:28 |
Stand. deviation | — |
Downside Deviation | 0% |
Best day | 10% |
Volatility | 9.7% |
Return / Risk | 1.8 |
Calmar ratio | 0.1291 |
Sharpe ratio | 0 |
Sortino ratio | 0 |
Shvager ratio | 1.863 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 11 d. |
Trade days | 7 (100%) |
History | 11 d. |
Current stats | |
Drawdown | 12% / 22% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 28 / 500 |
Worst day | 17 / 50% |