Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -97.5% |
Last day | -0.7% |
Last month | -98.6% |
Max. Drawdown | 99% |
Worst day | 94% |
Max. leverage | 1:997 |
Stand. deviation | 268.8% |
Downside Deviation | 79.7% |
Best day | 39% |
Volatility | 32% |
Return / Risk | -1 |
Calmar ratio | -0.9881 |
Sharpe ratio | -0.3657 |
Sortino ratio | -1.2337 |
Shvager ratio | 0.59 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 1 m. |
Trade days | 20 (83%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 22 / 22 d. |