Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -72.2% |
Last day | -47.2% |
Last month | -94.3% |
Max. Drawdown | 98% |
Worst day | 85% |
Max. leverage | 1:770 |
Stand. deviation | 210.1% |
Downside Deviation | 64.8% |
Best day | 45% |
Volatility | 29.2% |
Return / Risk | -1 |
Calmar ratio | -0.7339 |
Sharpe ratio | -0.3475 |
Sortino ratio | -1.1258 |
Shvager ratio | 0.72 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 49 (80%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 3 / 3 m. |