Average year | -100% |
---|---|
Return over 1 m. | -88% |
Average month | -82.9% |
Last day | 0.2% |
Last month | -88.4% |
Max. Drawdown | 94% |
Worst day | 94% |
Max. leverage | 1:805 |
Stand. deviation | 595.6% |
Downside Deviation | 81.3% |
Best day | 26% |
Volatility | 16.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.8853 |
Sharpe ratio | -0.1405 |
Sortino ratio | -1.0288 |
Shvager ratio | 0.49 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 1 m. |
Trade days | 25 (93%) |
History | 1 m. |
Current stats | |
Drawdown | 91% / 94% |
Drawdown duration | 9 / 9 d. |