Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -94.7% |
Last day | -0.2% |
Last month | -96.1% |
Max. Drawdown | 97% |
Worst day | 58% |
Max. leverage | 1:704 |
Stand. deviation | 785% |
Downside Deviation | 88.9% |
Best day | 39% |
Volatility | 31.9% |
Return / Risk | -1 |
Calmar ratio | -0.9806 |
Sharpe ratio | -0.1217 |
Sortino ratio | -1.0741 |
Shvager ratio | 0.26 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 1 m. |
Trade days | 20 (80%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 13 / 13 d. |