Average year | -95% |
---|---|
Return over 3 m. | -50% |
Average month | -22.1% |
Last day | 0% |
Last month | -71.7% |
Max. Drawdown | 75% |
Worst day | 41% |
Max. leverage | 1:750 |
Stand. deviation | 89% |
Downside Deviation | 35.5% |
Best day | 63% |
Volatility | 13.4% |
Return / Risk | -1.3 |
Calmar ratio | -0.294 |
Sharpe ratio | -0.2578 |
Sortino ratio | -0.6456 |
Shvager ratio | 1.372 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 3 m. |
Trade days | 57 (95%) |
History | 3 m. |
Current stats | |
Drawdown | 75% / 75% |
Drawdown duration | 2.5 / 2,5 m. |