Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -99.2% |
Last day | 0% |
Last month | -99.5% |
Max. Drawdown | 100% |
Worst day | 99% |
Max. leverage | 1:697 |
Stand. deviation | 235.5% |
Downside Deviation | 32.2% |
Best day | 40% |
Volatility | 33.6% |
Return / Risk | -1 |
Calmar ratio | -0.9935 |
Sharpe ratio | -0.4244 |
Sortino ratio | -3.1034 |
Shvager ratio | 0.373 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 1 m. |
Trade days | 20 (83%) |
History | 1 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 2 / 4 d. |