Average year | -100% |
---|---|
Return over 1 m. | -53% |
Average month | -46.8% |
Last day | 0.8% |
Last month | -56.3% |
Max. Drawdown | 74% |
Worst day | 47% |
Max. leverage | 1:494 |
Stand. deviation | 62.5% |
Downside Deviation | 40.7% |
Best day | 33% |
Volatility | 15.1% |
Return / Risk | -1.4 |
Calmar ratio | -0.6354 |
Sharpe ratio | -0.7619 |
Sortino ratio | -1.1702 |
Shvager ratio | 0.635 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 21 (88%) |
History | 1 m. |
Current stats | |
Drawdown | 71% / 74% |
Drawdown duration | 8 / 8 d. |