Average year | -100% |
---|---|
Return over 1 m. | -87% |
Average month | -80.4% |
Last day | 0% |
Last month | -91.9% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:780 |
Stand. deviation | 109.6% |
Downside Deviation | 41.7% |
Best day | 45% |
Volatility | 39.7% |
Return / Risk | -1 |
Calmar ratio | -0.8119 |
Sharpe ratio | -0.7408 |
Sortino ratio | -1.9453 |
Shvager ratio | 0.836 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 22 (79%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 10 / 10 d. |