Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -94.8% |
Last day | 0% |
Last month | -94.7% |
Max. Drawdown | 99% |
Worst day | 87% |
Max. leverage | 1:677 |
Stand. deviation | 1,033% |
Downside Deviation | 89.7% |
Best day | 95% |
Volatility | 47.1% |
Return / Risk | -1 |
Calmar ratio | -0.9612 |
Sharpe ratio | -0.0925 |
Sortino ratio | -1.0654 |
Shvager ratio | 1.284 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 1 m. |
Trade days | 24 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 17 / 17 d. |