Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -71.7% |
Last day | 0% |
Last month | -93.5% |
Max. Drawdown | 97% |
Worst day | 85% |
Max. leverage | 1:117 |
Stand. deviation | 287.8% |
Downside Deviation | 55.2% |
Best day | 30% |
Volatility | 22.1% |
Return / Risk | -1 |
Calmar ratio | -0.7365 |
Sharpe ratio | -0.2518 |
Sortino ratio | -1.3131 |
Shvager ratio | 0.907 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 57 (92%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 9 d. / 2 m. |