Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -93.3% |
Last day | -86.3% |
Last month | -97.4% |
Max. Drawdown | 98% |
Worst day | 94% |
Max. leverage | 1:755 |
Stand. deviation | 144.5% |
Downside Deviation | 60.6% |
Best day | 103% |
Volatility | 65.6% |
Return / Risk | -1 |
Calmar ratio | -0.949 |
Sharpe ratio | -0.651 |
Sortino ratio | -1.5526 |
Shvager ratio | 1.099 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 22 (79%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1 / 1 m. |