Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -97% |
Last day | -82.4% |
Last month | -98.3% |
Max. Drawdown | 98% |
Worst day | 82% |
Max. leverage | 1:498 |
Stand. deviation | 317.5% |
Downside Deviation | 83% |
Best day | 28% |
Volatility | 33.4% |
Return / Risk | -1 |
Calmar ratio | -0.9862 |
Sharpe ratio | -0.308 |
Sortino ratio | -1.1777 |
Shvager ratio | 0.573 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 20 / 20 d. |