Average year | -100% |
---|---|
Return over 1 m. | -85% |
Average month | -82.9% |
Last day | 8.3% |
Last month | -82.3% |
Max. Drawdown | 98% |
Worst day | 95% |
Max. leverage | 1:837 |
Stand. deviation | 613.9% |
Downside Deviation | 84.2% |
Best day | 73% |
Volatility | 31.7% |
Return / Risk | -1 |
Calmar ratio | -0.8465 |
Sharpe ratio | -0.1363 |
Sortino ratio | -0.9941 |
Shvager ratio | 0.659 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 1 m. |
Trade days | 22 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 92% / 98% |
Drawdown duration | 3 / 3 d. |