Average year | -100% |
---|---|
Return over 1,5 m. | -97% |
Average month | -92.1% |
Last day | 0% |
Last month | -93.7% |
Max. Drawdown | 97% |
Worst day | 63% |
Max. leverage | 1:702 |
Stand. deviation | 469.6% |
Downside Deviation | 85.4% |
Best day | 19% |
Volatility | 37% |
Return / Risk | -1 |
Calmar ratio | -0.9503 |
Sharpe ratio | -0.1979 |
Sortino ratio | -1.088 |
Shvager ratio | 0.867 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 23 (82%) |
History | 1,5 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 1 / 1 m. |