Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -95.3% |
Last day | 0% |
Last month | -96.3% |
Max. Drawdown | 98% |
Worst day | 89% |
Max. leverage | 1:758 |
Stand. deviation | 183.1% |
Downside Deviation | 69.7% |
Best day | 67% |
Volatility | 34.8% |
Return / Risk | -1 |
Calmar ratio | -0.9752 |
Sharpe ratio | -0.5247 |
Sortino ratio | -1.3777 |
Shvager ratio | 0.415 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 11 / 11 d. |