Average year | -100% |
---|---|
Return over 1 m. | -38% |
Average month | -36.9% |
Last day | 0% |
Last month | -30.6% |
Max. Drawdown | 81% |
Worst day | 79% |
Max. leverage | 1:218 |
Stand. deviation | 60.3% |
Downside Deviation | 38.2% |
Best day | 30% |
Volatility | 16.2% |
Return / Risk | -1.2 |
Calmar ratio | -0.4528 |
Sharpe ratio | -0.6254 |
Sortino ratio | -0.9871 |
Shvager ratio | 0.67 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 1 m. |
Trade days | 19 (79%) |
History | 1 m. |
Current stats | |
Drawdown | 42% / 81% |
Drawdown duration | 18 / 18 d. |