Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -91.3% |
Last day | -3% |
Last month | -95.5% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:2,500 |
Stand. deviation | 991.9% |
Downside Deviation | 84.9% |
Best day | 18% |
Volatility | 21.2% |
Return / Risk | -1 |
Calmar ratio | -0.926 |
Sharpe ratio | -0.0928 |
Sortino ratio | -1.0848 |
Shvager ratio | 1.237 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 29 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 99% |
Drawdown duration | 1 / 1 m. |