Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -93.3% |
Last day | -7.6% |
Last month | -95% |
Max. Drawdown | 97% |
Worst day | 64% |
Max. leverage | 1:228 |
Stand. deviation | 1,233.7% |
Downside Deviation | 88.2% |
Best day | 35% |
Volatility | 26.9% |
Return / Risk | -1 |
Calmar ratio | -0.9637 |
Sharpe ratio | -0.0763 |
Sortino ratio | -1.0665 |
Shvager ratio | 0.699 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 26 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 97% |
Drawdown duration | 1 / 1 m. |