Average year | -100% |
---|---|
Return over 1 m. | -84% |
Average month | -80.9% |
Last day | -91.2% |
Last month | -87% |
Max. Drawdown | 91% |
Worst day | 91% |
Max. leverage | 1:804 |
Stand. deviation | 177.7% |
Downside Deviation | 27.1% |
Best day | 27% |
Volatility | 16.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.885 |
Sharpe ratio | -0.4597 |
Sortino ratio | -3.0164 |
Shvager ratio | 0.637 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 1 m. |
Trade days | 24 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 91% |
Drawdown duration | — / 6 d. |