Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -95.3% |
Last day | 23.6% |
Last month | -97.3% |
Max. Drawdown | 99% |
Worst day | 81% |
Max. leverage | 1:710 |
Stand. deviation | 525% |
Downside Deviation | 87.7% |
Best day | 24% |
Volatility | 37.4% |
Return / Risk | -1 |
Calmar ratio | -0.9656 |
Sharpe ratio | -0.183 |
Sortino ratio | -1.0953 |
Shvager ratio | 0.491 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1 m. |
Trade days | 23 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 28 / 28 d. |