Average year | -99% |
---|---|
Return over 1 m. | -37% |
Average month | -34.8% |
Last day | 3.8% |
Last month | -33.6% |
Max. Drawdown | 78% |
Worst day | 53% |
Max. leverage | 1:88 |
Stand. deviation | 120.9% |
Downside Deviation | 53.1% |
Best day | 47% |
Volatility | 23.6% |
Return / Risk | -1.3 |
Calmar ratio | -0.4454 |
Sharpe ratio | -0.2941 |
Sortino ratio | -0.6696 |
Shvager ratio | 0.803 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 24 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 54% / 78% |
Drawdown duration | 6 / 8 d. |