Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -97.1% |
Last day | -98.7% |
Last month | -98.2% |
Max. Drawdown | 99% |
Worst day | 99% |
Max. leverage | 1:1,655 |
Stand. deviation | 266.8% |
Downside Deviation | 35.5% |
Best day | 59% |
Volatility | 18% |
Return / Risk | -1 |
Calmar ratio | -0.9824 |
Sharpe ratio | -0.3669 |
Sortino ratio | -2.7607 |
Shvager ratio | 0.65 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 26 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 99% |
Drawdown duration | — / 8 d. |