Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -98.8% |
Last day | 0% |
Last month | -98.6% |
Max. Drawdown | 100% |
Worst day | 98% |
Max. leverage | 1:167 |
Stand. deviation | 206.3% |
Downside Deviation | 52.8% |
Best day | 57% |
Volatility | 38.1% |
Return / Risk | -1 |
Calmar ratio | -0.9917 |
Sharpe ratio | -0.4827 |
Sortino ratio | -1.8839 |
Shvager ratio | 0.698 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 18 (72%) |
History | 1 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 2 / 8 d. |