Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -96% |
Last day | -87.5% |
Last month | -97.8% |
Max. Drawdown | 99% |
Worst day | 91% |
Max. leverage | 1:807 |
Stand. deviation | 402.7% |
Downside Deviation | 38.2% |
Best day | 24% |
Volatility | 27.1% |
Return / Risk | -1 |
Calmar ratio | -0.9709 |
Sharpe ratio | -0.2403 |
Sortino ratio | -2.5363 |
Shvager ratio | 0.492 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1 m. |
Trade days | 24 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 2 / 7 d. |