Average year | -100% |
---|---|
Return over 3 m. | -99% |
Average month | -79.8% |
Last day | -74.3% |
Last month | -98.5% |
Max. Drawdown | 99% |
Worst day | 79% |
Max. leverage | 1:637 |
Stand. deviation | 881.1% |
Downside Deviation | 61.8% |
Best day | 71% |
Volatility | 28.4% |
Return / Risk | -1 |
Calmar ratio | -0.804 |
Sharpe ratio | -0.0914 |
Sortino ratio | -1.3042 |
Shvager ratio | 0.718 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 64 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 3 / 3 m. |