Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -95.6% |
Last day | 0% |
Last month | -96.8% |
Max. Drawdown | 98% |
Worst day | 87% |
Max. leverage | 1:1,001 |
Stand. deviation | 259.3% |
Downside Deviation | 77% |
Best day | 59% |
Volatility | 45.3% |
Return / Risk | -1 |
Calmar ratio | -0.9724 |
Sharpe ratio | -0.3719 |
Sortino ratio | -1.2532 |
Shvager ratio | 0.641 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 1 m. |
Trade days | 18 (75%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 18 / 18 d. |