Average year | -95% |
---|---|
Return over 1 m. | -25% |
Average month | -21.5% |
Last day | 6.4% |
Last month | -38.9% |
Max. Drawdown | 74% |
Worst day | 48% |
Max. leverage | 1:388 |
Stand. deviation | 53.1% |
Downside Deviation | 33% |
Best day | 22% |
Volatility | 14.6% |
Return / Risk | -1.3 |
Calmar ratio | -0.292 |
Sharpe ratio | -0.4198 |
Sortino ratio | -0.6755 |
Shvager ratio | 0.724 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 1 m. |
Trade days | 26 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 57% / 74% |
Drawdown duration | 14 / 14 d. |