Average year | -100% |
---|---|
Return over 1 m. | -56% |
Average month | -52.3% |
Last day | -51.2% |
Last month | -57.1% |
Max. Drawdown | 77% |
Worst day | 63% |
Max. leverage | 1:327 |
Stand. deviation | 22% |
Downside Deviation | 17.2% |
Best day | 14% |
Volatility | 13.5% |
Return / Risk | -1.3 |
Calmar ratio | -0.6781 |
Sharpe ratio | -2.4129 |
Sortino ratio | -3.0966 |
Shvager ratio | 0.328 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 70% / 77% |
Drawdown duration | 5 / 6 d. |