Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -93.5% |
Last day | -2.5% |
Last month | -95.1% |
Max. Drawdown | 98% |
Worst day | 93% |
Max. leverage | 1:834 |
Stand. deviation | 535% |
Downside Deviation | 85.6% |
Best day | 21% |
Volatility | 30.9% |
Return / Risk | -1 |
Calmar ratio | -0.9522 |
Sharpe ratio | -0.1762 |
Sortino ratio | -1.1019 |
Shvager ratio | 0.525 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 1 m. |
Trade days | 22 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 98% |
Drawdown duration | 6 / 13 d. |