Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -97% |
Last day | -74.3% |
Last month | -97.9% |
Max. Drawdown | 98% |
Worst day | 86% |
Max. leverage | 1:745 |
Stand. deviation | 501.7% |
Downside Deviation | 87% |
Best day | 68% |
Volatility | 35.7% |
Return / Risk | -1 |
Calmar ratio | -0.9883 |
Sharpe ratio | -0.1949 |
Sortino ratio | -1.1241 |
Shvager ratio | 1.021 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 1 m. |
Trade days | 22 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 16 / 16 d. |