Average year | -100% |
---|---|
Return over 1 m. | -48% |
Average month | -44.7% |
Last day | -53.4% |
Last month | -41.4% |
Max. Drawdown | 69% |
Worst day | 57% |
Max. leverage | 1:342 |
Stand. deviation | 60.7% |
Downside Deviation | 18.2% |
Best day | 38% |
Volatility | 17.6% |
Return / Risk | -1.4 |
Calmar ratio | -0.6469 |
Sharpe ratio | -0.75 |
Sortino ratio | -2.4997 |
Shvager ratio | 0.607 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 67% / 69% |
Drawdown duration | 2 / 8 d. |