Average year | -100% |
---|---|
Return over 3 m. | -94% |
Average month | -63.6% |
Last day | -0.2% |
Last month | -96.7% |
Max. Drawdown | 97% |
Worst day | 79% |
Max. leverage | 1:500 |
Stand. deviation | 334.4% |
Downside Deviation | 61.4% |
Best day | 77% |
Volatility | 40.6% |
Return / Risk | -1 |
Calmar ratio | -0.6554 |
Sharpe ratio | -0.1926 |
Sortino ratio | -1.0487 |
Shvager ratio | 1.145 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 54 (86%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |