Average year | -100% |
---|---|
Return over 3 m. | -99% |
Average month | -84% |
Last day | 0% |
Last month | -99.5% |
Max. Drawdown | 100% |
Worst day | 98% |
Max. leverage | 1:2,333 |
Stand. deviation | 824.6% |
Downside Deviation | 56.7% |
Best day | 72% |
Volatility | 36.2% |
Return / Risk | -1 |
Calmar ratio | -0.8435 |
Sharpe ratio | -0.1029 |
Sortino ratio | -1.4965 |
Shvager ratio | 1.023 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 45 (73%) |
History | 3 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 2 / 2 m. |