Average year | -100% |
---|---|
Return over 1,5 m. | -97% |
Average month | -91.2% |
Last day | 0% |
Last month | -97.6% |
Max. Drawdown | 98% |
Worst day | 96% |
Max. leverage | 1:140 |
Stand. deviation | 699.1% |
Downside Deviation | 57% |
Best day | 20% |
Volatility | 12.7% |
Return / Risk | -1 |
Calmar ratio | -0.928 |
Sharpe ratio | -0.1315 |
Sortino ratio | -1.6139 |
Shvager ratio | 0.318 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 1,5 m. |
Trade days | 30 (94%) |
History | 1,5 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 5 / 5 d. |