Average year | -96% |
---|---|
Return over 3 m. | -55% |
Average month | -24% |
Last day | 6.2% |
Last month | -75.3% |
Max. Drawdown | 94% |
Worst day | 92% |
Max. leverage | 1:2,500 |
Stand. deviation | 160.8% |
Downside Deviation | 43.3% |
Best day | 150% |
Volatility | 16.6% |
Return / Risk | -1 |
Calmar ratio | -0.2554 |
Sharpe ratio | -0.1539 |
Sortino ratio | -0.5718 |
Shvager ratio | 1.02 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 3 m. |
Trade days | 63 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 78% / 94% |
Drawdown duration | 7 / 22 d. |