Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -95.5% |
Last day | -73.2% |
Last month | -96.7% |
Max. Drawdown | 97% |
Worst day | 91% |
Max. leverage | 1:817 |
Stand. deviation | 682% |
Downside Deviation | 88.5% |
Best day | 33% |
Volatility | 33.7% |
Return / Risk | -1 |
Calmar ratio | -0.9813 |
Sharpe ratio | -0.1412 |
Sortino ratio | -1.0886 |
Shvager ratio | 0.484 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1 m. |
Trade days | 22 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 5 / 7 d. |