Average year | -100% |
---|---|
Return over 1 m. | -79% |
Average month | -76.4% |
Last day | -94.7% |
Last month | -73% |
Max. Drawdown | 95% |
Worst day | 95% |
Max. leverage | 1:675 |
Stand. deviation | 476.1% |
Downside Deviation | 28.2% |
Best day | 75% |
Volatility | 26.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.8026 |
Sharpe ratio | -0.1621 |
Sortino ratio | -2.7408 |
Shvager ratio | 0.856 |
Prefer horizon | 3 m. |
Longest drawdown | 2 d. |
Calculation period | 1 m. |
Trade days | 23 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 95% |
Drawdown duration | — / 2 d. |