Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -95.1% |
Last day | -2.7% |
Last month | -95.7% |
Max. Drawdown | 96% |
Worst day | 83% |
Max. leverage | 1:336 |
Stand. deviation | 2,010% |
Downside Deviation | 94.3% |
Best day | 13% |
Volatility | 25% |
Return / Risk | -1 |
Calmar ratio | -0.9909 |
Sharpe ratio | -0.0477 |
Sortino ratio | -1.017 |
Shvager ratio | 0.321 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1 m. |
Trade days | 22 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 28 / 28 d. |