Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -94.2% |
Last day | 0% |
Last month | -96.2% |
Max. Drawdown | 96% |
Worst day | 85% |
Max. leverage | 1:224 |
Stand. deviation | 765.8% |
Downside Deviation | 88.3% |
Best day | 184% |
Volatility | 40.8% |
Return / Risk | -1 |
Calmar ratio | -0.9781 |
Sharpe ratio | -0.1241 |
Sortino ratio | -1.076 |
Shvager ratio | 0.777 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 17 / 17 d. |