Average year | -94% |
---|---|
Return over 3 m. | -50% |
Average month | -21.2% |
Last day | -76.5% |
Last month | -72.2% |
Max. Drawdown | 78% |
Worst day | 78% |
Max. leverage | 1:728 |
Stand. deviation | 149.8% |
Downside Deviation | 42.2% |
Best day | 37% |
Volatility | 9.5% |
Return / Risk | -1.2 |
Calmar ratio | -0.2702 |
Sharpe ratio | -0.1465 |
Sortino ratio | -0.5204 |
Shvager ratio | 0.726 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 3 m. |
Trade days | 61 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 0% / 78% |
Drawdown duration | — / 4 d. |