Average year | -99% |
---|---|
Return over 1 m. | -37% |
Average month | -35.2% |
Last day | 24.9% |
Last month | -36.6% |
Max. Drawdown | 83% |
Worst day | 61% |
Max. leverage | 1:176 |
Stand. deviation | 96.1% |
Downside Deviation | 48.8% |
Best day | 58% |
Volatility | 48% |
Return / Risk | -1.2 |
Calmar ratio | -0.4238 |
Sharpe ratio | -0.3745 |
Sortino ratio | -0.737 |
Shvager ratio | 1.64 |
Prefer horizon | 3 m. |
Longest drawdown | 12 d. |
Calculation period | 1 m. |
Trade days | 24 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 75% / 83% |
Drawdown duration | 12 / 12 d. |