Average year | -100% |
---|---|
Return over 1 m. | -93% |
Average month | -87% |
Last day | -79.3% |
Last month | -93% |
Max. Drawdown | 94% |
Worst day | 80% |
Max. leverage | 1:645 |
Stand. deviation | 217.2% |
Downside Deviation | 43.5% |
Best day | 23% |
Volatility | 22% |
Return / Risk | -1.1 |
Calmar ratio | -0.9302 |
Sharpe ratio | -0.4044 |
Sortino ratio | -2.0197 |
Shvager ratio | 0.464 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1 m. |
Trade days | 29 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 93% / 94% |
Drawdown duration | 7 / 21 d. |