Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -95.3% |
Last day | -38.5% |
Last month | -98.2% |
Max. Drawdown | 99% |
Worst day | 84% |
Max. leverage | 1:2,145 |
Stand. deviation | 388.6% |
Downside Deviation | 86.8% |
Best day | 54% |
Volatility | 47% |
Return / Risk | -1 |
Calmar ratio | -0.9599 |
Sharpe ratio | -0.2472 |
Sortino ratio | -1.107 |
Shvager ratio | 0.861 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 26 (93%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |