Average year | -100% |
---|---|
Return over 3 m. | -98% |
Average month | -76.2% |
Last day | -0.5% |
Last month | -94.4% |
Max. Drawdown | 99% |
Worst day | 75% |
Max. leverage | 1:549 |
Stand. deviation | 283.5% |
Downside Deviation | 66.8% |
Best day | 239% |
Volatility | 37.3% |
Return / Risk | -1 |
Calmar ratio | -0.7707 |
Sharpe ratio | -0.2716 |
Sortino ratio | -1.1531 |
Shvager ratio | 1.28 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 46 (74%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |