Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -93.7% |
Last day | -75.1% |
Last month | -96.7% |
Max. Drawdown | 97% |
Worst day | 75% |
Max. leverage | 1:641 |
Stand. deviation | 142.4% |
Downside Deviation | 53% |
Best day | 138% |
Volatility | 59.5% |
Return / Risk | -1 |
Calmar ratio | -0.9635 |
Sharpe ratio | -0.6641 |
Sortino ratio | -1.7843 |
Shvager ratio | 0.844 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 26 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 1 / 1 m. |