Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -96.4% |
Last day | 0% |
Last month | -98.4% |
Max. Drawdown | 99% |
Worst day | 87% |
Max. leverage | 1:651 |
Stand. deviation | 253.6% |
Downside Deviation | 51.6% |
Best day | 19% |
Volatility | 29.4% |
Return / Risk | -1 |
Calmar ratio | -0.9788 |
Sharpe ratio | -0.3835 |
Sortino ratio | -1.8846 |
Shvager ratio | 0.478 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 1 m. |
Trade days | 24 (89%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 13 / 13 d. |