Average year | -100% |
---|---|
Return over 1 m. | -60% |
Average month | -58.2% |
Last day | 0% |
Last month | -59.9% |
Max. Drawdown | 65% |
Worst day | 43% |
Max. leverage | 1:78 |
Stand. deviation | 144.4% |
Downside Deviation | 59.3% |
Best day | 4% |
Volatility | 11.5% |
Return / Risk | -1.5 |
Calmar ratio | -0.9016 |
Sharpe ratio | -0.4088 |
Sortino ratio | -0.9949 |
Shvager ratio | 0.609 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 1 m. |
Trade days | 18 (75%) |
History | 1 m. |
Current stats | |
Drawdown | 64% / 65% |
Drawdown duration | 23 / 23 d. |