Average year | -100% |
---|---|
Return over 1 m. | -64% |
Average month | -61.9% |
Last day | 0% |
Last month | -56.4% |
Max. Drawdown | 72% |
Worst day | 41% |
Max. leverage | 1:114 |
Stand. deviation | 168.1% |
Downside Deviation | 62.9% |
Best day | 41% |
Volatility | 30% |
Return / Risk | -1.4 |
Calmar ratio | -0.8564 |
Sharpe ratio | -0.3729 |
Sortino ratio | -0.9965 |
Shvager ratio | 1.178 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1 m. |
Trade days | 17 (71%) |
History | 1 m. |
Current stats | |
Drawdown | 72% / 72% |
Drawdown duration | 21 / 21 d. |