Average year | -99% |
---|---|
Return over 1 m. | -38% |
Average month | -34.3% |
Last day | -58.4% |
Last month | -28.8% |
Max. Drawdown | 76% |
Worst day | 58% |
Max. leverage | 1:238 |
Stand. deviation | 193.9% |
Downside Deviation | 25.5% |
Best day | 33% |
Volatility | 17.7% |
Return / Risk | -1.3 |
Calmar ratio | -0.45 |
Sharpe ratio | -0.1812 |
Sortino ratio | -1.3764 |
Shvager ratio | 0.591 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 1 m. |
Trade days | 20 (87%) |
History | 1 m. |
Current stats | |
Drawdown | 76% / 76% |
Drawdown duration | 6 / 6 d. |