Average year | -99% |
---|---|
Return over 1,5 m. | -42% |
Average month | -32% |
Last day | 0% |
Last month | -18.9% |
Max. Drawdown | 42% |
Worst day | 14% |
Max. leverage | 1:23 |
Stand. deviation | 33% |
Downside Deviation | 29.1% |
Best day | 3% |
Volatility | 6% |
Return / Risk | -2.4 |
Calmar ratio | -0.7639 |
Sharpe ratio | -0.9954 |
Sortino ratio | -1.1297 |
Shvager ratio | 0.445 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 29 (94%) |
History | 1,5 m. |
Current stats | |
Drawdown | 42% / 42% |
Drawdown duration | 1.5 / 1,5 m. |