Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -97.2% |
Last day | -93.8% |
Last month | -95% |
Max. Drawdown | 99% |
Worst day | 94% |
Max. leverage | 1:820 |
Stand. deviation | 441.4% |
Downside Deviation | 28.8% |
Best day | 217% |
Volatility | 56.5% |
Return / Risk | -1 |
Calmar ratio | -0.9807 |
Sharpe ratio | -0.2221 |
Sortino ratio | -3.3992 |
Shvager ratio | 1.179 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 1 m. |
Trade days | 16 (70%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 3 d. |