Average year | -99% |
---|---|
Return over 1 m. | -38% |
Average month | -32.2% |
Last day | -17.4% |
Last month | -31.5% |
Max. Drawdown | 67% |
Worst day | 45% |
Max. leverage | 1:114 |
Stand. deviation | 137.8% |
Downside Deviation | 29% |
Best day | 26% |
Volatility | 21.2% |
Return / Risk | -1.5 |
Calmar ratio | -0.4829 |
Sharpe ratio | -0.2396 |
Sortino ratio | -1.1376 |
Shvager ratio | 0.659 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 1 m. |
Trade days | 22 (85%) |
History | 1 m. |
Current stats | |
Drawdown | 67% / 67% |
Drawdown duration | 4 / 4 d. |