Average year | -100% |
---|---|
Return over 3 m. | -98% |
Average month | -74.9% |
Last day | -2.7% |
Last month | -91.3% |
Max. Drawdown | 99% |
Worst day | 70% |
Max. leverage | 1:468 |
Stand. deviation | 148.3% |
Downside Deviation | 69.3% |
Best day | 41% |
Volatility | 26.5% |
Return / Risk | -1 |
Calmar ratio | -0.7545 |
Sharpe ratio | -0.5101 |
Sortino ratio | -1.0917 |
Shvager ratio | 0.937 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 56 (88%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 3 / 3 m. |