Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -95.1% |
Last day | 41.1% |
Last month | -96% |
Max. Drawdown | 99% |
Worst day | 99% |
Max. leverage | 1:2,500 |
Stand. deviation | 193.6% |
Downside Deviation | 28.3% |
Best day | 41% |
Volatility | 24.8% |
Return / Risk | -1 |
Calmar ratio | -0.9589 |
Sharpe ratio | -0.4954 |
Sortino ratio | -3.3937 |
Shvager ratio | 1.261 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 1 m. |
Trade days | 21 (84%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 99% |
Drawdown duration | 5 / 5 d. |