Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -94.6% |
Last day | 0% |
Last month | -96.5% |
Max. Drawdown | 97% |
Worst day | 75% |
Max. leverage | 1:151 |
Stand. deviation | 838.7% |
Downside Deviation | 88.9% |
Best day | 73% |
Volatility | 59.5% |
Return / Risk | -1 |
Calmar ratio | -0.9787 |
Sharpe ratio | -0.1138 |
Sortino ratio | -1.0729 |
Shvager ratio | 0.775 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1 m. |
Trade days | 21 (88%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 29 / 29 d. |