Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -95% |
Last day | 0% |
Last month | -96.9% |
Max. Drawdown | 97% |
Worst day | 88% |
Max. leverage | 1:2,338 |
Stand. deviation | 263.7% |
Downside Deviation | 81.3% |
Best day | 55% |
Volatility | 34.8% |
Return / Risk | -1 |
Calmar ratio | -0.9766 |
Sharpe ratio | -0.3633 |
Sortino ratio | -1.1788 |
Shvager ratio | 0.799 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 22 (88%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 10 / 10 d. |