Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -95.5% |
Last day | -96.8% |
Last month | -97.4% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:800 |
Stand. deviation | 278.1% |
Downside Deviation | 38.5% |
Best day | 186% |
Volatility | 120% |
Return / Risk | -1 |
Calmar ratio | -0.9657 |
Sharpe ratio | -0.3461 |
Sortino ratio | -2.4981 |
Shvager ratio | 1.467 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 8 (30%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 8 d. |