Average year | -100% |
---|---|
Return over 1 m. | -82% |
Average month | -81% |
Last day | -59% |
Last month | -82.5% |
Max. Drawdown | 83% |
Worst day | 76% |
Max. leverage | 1:823 |
Stand. deviation | 124.4% |
Downside Deviation | 58.1% |
Best day | 14% |
Volatility | 17% |
Return / Risk | -1.2 |
Calmar ratio | -0.9742 |
Sharpe ratio | -0.6578 |
Sortino ratio | -1.4087 |
Shvager ratio | 0.528 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 1 m. |
Trade days | 23 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 83% / 83% |
Drawdown duration | 10 / 18 d. |