Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -65.6% |
Last day | -74.8% |
Last month | -97.5% |
Max. Drawdown | 98% |
Worst day | 75% |
Max. leverage | 1:811 |
Stand. deviation | 864.7% |
Downside Deviation | 56.7% |
Best day | 38% |
Volatility | 18% |
Return / Risk | -1 |
Calmar ratio | -0.669 |
Sharpe ratio | -0.0768 |
Sortino ratio | -1.1704 |
Shvager ratio | 0.9 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 3 m. |
Trade days | 66 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 27 / 27 d. |