Average year | -100% |
---|---|
Return over 1 m. | -46% |
Average month | -41.7% |
Last day | -20.7% |
Last month | -47.9% |
Max. Drawdown | 87% |
Worst day | 60% |
Max. leverage | 1:228 |
Stand. deviation | 49% |
Downside Deviation | 19.5% |
Best day | 59% |
Volatility | 33.3% |
Return / Risk | -1.1 |
Calmar ratio | -0.478 |
Sharpe ratio | -0.8681 |
Sortino ratio | -2.181 |
Shvager ratio | 0.964 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 1 m. |
Trade days | 22 (88%) |
History | 1 m. |
Current stats | |
Drawdown | 75% / 87% |
Drawdown duration | 3 / 14 d. |