Average year | -100% |
---|---|
Return over 1 m. | -64% |
Average month | -61.4% |
Last day | -48.9% |
Last month | -64.4% |
Max. Drawdown | 72% |
Worst day | 49% |
Max. leverage | 1:131 |
Stand. deviation | 36.6% |
Downside Deviation | 31% |
Best day | 42% |
Volatility | 21.6% |
Return / Risk | -1.4 |
Calmar ratio | -0.8529 |
Sharpe ratio | -1.7003 |
Sortino ratio | -2.0056 |
Shvager ratio | 0.769 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 1 m. |
Trade days | 16 (70%) |
History | 1 m. |
Current stats | |
Drawdown | 72% / 72% |
Drawdown duration | 7 / 5 d. |