Average year | -100% |
---|---|
Return over 1 m. | -67% |
Average month | -62.1% |
Last day | -13.2% |
Last month | -67.8% |
Max. Drawdown | 84% |
Worst day | 67% |
Max. leverage | 1:532 |
Stand. deviation | 32.8% |
Downside Deviation | 25.9% |
Best day | 5% |
Volatility | 17.6% |
Return / Risk | -1.2 |
Calmar ratio | -0.7375 |
Sharpe ratio | -1.9171 |
Sortino ratio | -2.431 |
Shvager ratio | 0.318 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1 m. |
Trade days | 14 (54%) |
History | 1 m. |
Current stats | |
Drawdown | 72% / 84% |
Drawdown duration | 6 / 7 d. |