Average year | -100% |
---|---|
Return over 1,5 m. | -96% |
Average month | -88.5% |
Last day | 0% |
Last month | -95.7% |
Max. Drawdown | 98% |
Worst day | 74% |
Max. leverage | 1:534 |
Stand. deviation | 118.4% |
Downside Deviation | 69% |
Best day | 25% |
Volatility | 30.1% |
Return / Risk | -1 |
Calmar ratio | -0.9039 |
Sharpe ratio | -0.754 |
Sortino ratio | -1.2945 |
Shvager ratio | 0.419 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 25 (78%) |
History | 1,5 m. |
Current stats | |
Drawdown | 96% / 98% |
Drawdown duration | 1 / 1 m. |