Average year | -100% |
---|---|
Return over 1 m. | -78% |
Average month | -72.2% |
Last day | -79.5% |
Last month | -81.3% |
Max. Drawdown | 90% |
Worst day | 80% |
Max. leverage | 1:169 |
Stand. deviation | 55.8% |
Downside Deviation | 32.6% |
Best day | 60% |
Volatility | 40% |
Return / Risk | -1.1 |
Calmar ratio | -0.8005 |
Sharpe ratio | -1.3092 |
Sortino ratio | -2.2372 |
Shvager ratio | 1.142 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 1 m. |
Trade days | 21 (81%) |
History | 1 m. |
Current stats | |
Drawdown | 90% / 90% |
Drawdown duration | 9 / 9 d. |