Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -97% |
Last day | -0.9% |
Last month | -98.9% |
Max. Drawdown | 99% |
Worst day | 76% |
Max. leverage | 1:334 |
Stand. deviation | 274.8% |
Downside Deviation | 86.7% |
Best day | 52% |
Volatility | 54.1% |
Return / Risk | -1 |
Calmar ratio | -0.9804 |
Sharpe ratio | -0.356 |
Sortino ratio | -1.1289 |
Shvager ratio | 0.542 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 1 m. |
Trade days | 19 (70%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 25 / 25 d. |