Average year | 1% |
---|---|
Return over 15 d. | 0% |
Average month | 0.1% |
Last day | 3% |
Max. Drawdown | 9% |
Worst day | 4% |
Max. leverage | 1:41 |
Stand. deviation | — |
Downside Deviation | 0.7% |
Best day | 3% |
Volatility | 3.4% |
Return / Risk | 0.1 |
Calmar ratio | 0.0111 |
Sharpe ratio | 0 |
Sortino ratio | -0.927 |
Shvager ratio | 1.011 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 15 d. |
Trade days | 8 (73%) |
History | 15 d. |
Current stats | |
Drawdown | 4% / 9% |
Drawdown duration | 13 / 13 d. |
Max. leverage | 41 / 500 |
Worst day | 4 / 80% |