Average year | -100% |
---|---|
Return over 1,5 m. | -97% |
Average month | -91.1% |
Last day | 0% |
Last month | -97.8% |
Max. Drawdown | 98% |
Worst day | 71% |
Max. leverage | 1:165 |
Stand. deviation | 126.7% |
Downside Deviation | 79.9% |
Best day | 23% |
Volatility | 31% |
Return / Risk | -1 |
Calmar ratio | -0.9263 |
Sharpe ratio | -0.725 |
Sortino ratio | -1.1497 |
Shvager ratio | 0.736 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 28 (93%) |
History | 1,5 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1 / 1 m. |