Average year | -100% |
---|---|
Return over 1 m. | -50% |
Average month | -47.3% |
Last day | -56.5% |
Last month | -32.9% |
Max. Drawdown | 87% |
Worst day | 72% |
Max. leverage | 1:328 |
Stand. deviation | 34% |
Downside Deviation | 16.2% |
Best day | 76% |
Volatility | 39.5% |
Return / Risk | -1.1 |
Calmar ratio | -0.5431 |
Sharpe ratio | -1.4142 |
Sortino ratio | -2.9705 |
Shvager ratio | 0.636 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 19 (79%) |
History | 1 m. |
Current stats | |
Drawdown | 80% / 87% |
Drawdown duration | 8 / 8 d. |