Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -73.3% |
Last day | 0% |
Last month | -97.4% |
Max. Drawdown | 98% |
Worst day | 80% |
Max. leverage | 1:803 |
Stand. deviation | 568.9% |
Downside Deviation | 59.1% |
Best day | 74% |
Volatility | 41.2% |
Return / Risk | -1 |
Calmar ratio | -0.7442 |
Sharpe ratio | -0.1302 |
Sortino ratio | -1.2538 |
Shvager ratio | 0.996 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 3 m. |
Trade days | 35 (57%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 13 / 20 d. |