Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -71.1% |
Last day | 0% |
Last month | -98.8% |
Max. Drawdown | 99% |
Worst day | 96% |
Max. leverage | 1:444 |
Stand. deviation | 1,221.6% |
Downside Deviation | 55.8% |
Best day | 52% |
Volatility | 17.4% |
Return / Risk | -1 |
Calmar ratio | -0.7145 |
Sharpe ratio | -0.0588 |
Sortino ratio | -1.2885 |
Shvager ratio | 1.099 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 3 m. |
Trade days | 60 (95%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 11 / 9 d. |