Average year | -99% |
---|---|
Return over 3 m. | -67% |
Average month | -31.1% |
Last day | 0% |
Last month | -67.7% |
Max. Drawdown | 83% |
Worst day | 76% |
Max. leverage | 1:600 |
Stand. deviation | 93.4% |
Downside Deviation | 39.7% |
Best day | 14% |
Volatility | 8.2% |
Return / Risk | -1.2 |
Calmar ratio | -0.3751 |
Sharpe ratio | -0.3411 |
Sortino ratio | -0.8022 |
Shvager ratio | 0.708 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 44 (68%) |
History | 3 m. |
Current stats | |
Drawdown | 72% / 83% |
Drawdown duration | 14 d. / 2 m. |