Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -92.3% |
Last day | 0% |
Last month | -95.7% |
Max. Drawdown | 96% |
Worst day | 84% |
Max. leverage | 1:815 |
Stand. deviation | 746.5% |
Downside Deviation | 86.1% |
Best day | 30% |
Volatility | 37.1% |
Return / Risk | -1 |
Calmar ratio | -0.9632 |
Sharpe ratio | -0.1247 |
Sortino ratio | -1.0808 |
Shvager ratio | 1.034 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 1 m. |
Trade days | 14 (52%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 17 / 17 d. |