Average year | -100% |
---|---|
Return over 3 m. | -98% |
Average month | -74.3% |
Last day | -58.3% |
Last month | -96.1% |
Max. Drawdown | 99% |
Worst day | 79% |
Max. leverage | 1:1,418 |
Stand. deviation | 352.6% |
Downside Deviation | 58.5% |
Best day | 28% |
Volatility | 23% |
Return / Risk | -1 |
Calmar ratio | -0.7535 |
Sharpe ratio | -0.213 |
Sortino ratio | -1.2842 |
Shvager ratio | 0.847 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 57 (90%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 3 / 3 m. |