Average year | -100% |
---|---|
Return over 1 m. | -56% |
Average month | -52.5% |
Last day | -57.7% |
Last month | -60.2% |
Max. Drawdown | 87% |
Worst day | 68% |
Max. leverage | 1:286 |
Stand. deviation | 23.3% |
Downside Deviation | 22.3% |
Best day | 41% |
Volatility | 31% |
Return / Risk | -1.1 |
Calmar ratio | -0.6005 |
Sharpe ratio | -2.2886 |
Sortino ratio | -2.3931 |
Shvager ratio | 1.172 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 84% / 87% |
Drawdown duration | 5 / 9 d. |