Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -68.4% |
Last day | -15.6% |
Last month | -93.4% |
Max. Drawdown | 97% |
Worst day | 59% |
Max. leverage | 1:165 |
Stand. deviation | 200.5% |
Downside Deviation | 57.3% |
Best day | 29% |
Volatility | 25.7% |
Return / Risk | -1 |
Calmar ratio | -0.7038 |
Sharpe ratio | -0.3454 |
Sortino ratio | -1.209 |
Shvager ratio | 0.655 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 49 (80%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |