Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -95.1% |
Last day | 8.3% |
Last month | -97.9% |
Max. Drawdown | 98% |
Worst day | 93% |
Max. leverage | 1:551 |
Stand. deviation | 395% |
Downside Deviation | 44.9% |
Best day | 15% |
Volatility | 30.5% |
Return / Risk | -1 |
Calmar ratio | -0.9669 |
Sharpe ratio | -0.2428 |
Sortino ratio | -2.1372 |
Shvager ratio | 0.429 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 1 m. |
Trade days | 17 (63%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 25 / 25 d. |