Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -71.6% |
Last day | 19.9% |
Last month | -96.9% |
Max. Drawdown | 99% |
Worst day | 81% |
Max. leverage | 1:781 |
Stand. deviation | 201.6% |
Downside Deviation | 58.3% |
Best day | 88% |
Volatility | 24.1% |
Return / Risk | -1 |
Calmar ratio | -0.7269 |
Sharpe ratio | -0.3591 |
Sortino ratio | -1.2425 |
Shvager ratio | 1.015 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 51 (84%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 1 / 1 m. |