Average year | -100% |
---|---|
Return over 1 m. | -62% |
Average month | -57.4% |
Last day | 3.3% |
Last month | -59.8% |
Max. Drawdown | 82% |
Worst day | 64% |
Max. leverage | 1:161 |
Stand. deviation | 45.7% |
Downside Deviation | 22.4% |
Best day | 31% |
Volatility | 16.5% |
Return / Risk | -1.2 |
Calmar ratio | -0.7028 |
Sharpe ratio | -1.2727 |
Sortino ratio | -2.5997 |
Shvager ratio | 0.736 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 20 (80%) |
History | 1 m. |
Current stats | |
Drawdown | 69% / 82% |
Drawdown duration | 8 / 8 d. |