Average year | -99% |
---|---|
Return over 3 m. | -68% |
Average month | -32.9% |
Last day | -76.9% |
Last month | -77.1% |
Max. Drawdown | 78% |
Worst day | 77% |
Max. leverage | 1:758 |
Stand. deviation | 118.2% |
Downside Deviation | 41.8% |
Best day | 14% |
Volatility | 6.3% |
Return / Risk | -1.3 |
Calmar ratio | -0.4212 |
Sharpe ratio | -0.285 |
Sortino ratio | -0.8049 |
Shvager ratio | 0.36 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 3 m. |
Trade days | 58 (94%) |
History | 3 m. |
Current stats | |
Drawdown | 0% / 78% |
Drawdown duration | — / 20 d. |