Average year | -100% |
---|---|
Return over 3 m. | -99% |
Average month | -78.1% |
Last day | -94.5% |
Last month | -99% |
Max. Drawdown | 99% |
Worst day | 95% |
Max. leverage | 1:955 |
Stand. deviation | 847.8% |
Downside Deviation | 62.9% |
Best day | 128% |
Volatility | 34.6% |
Return / Risk | -1 |
Calmar ratio | -0.7865 |
Sharpe ratio | -0.0931 |
Sortino ratio | -1.2553 |
Shvager ratio | 1.285 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 51 (80%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |