Average year | -100% |
---|---|
Return over 1 m. | -91% |
Average month | -88.2% |
Last day | 0% |
Last month | -90.7% |
Max. Drawdown | 97% |
Worst day | 87% |
Max. leverage | 1:768 |
Stand. deviation | 836.4% |
Downside Deviation | 85.8% |
Best day | 26% |
Volatility | 26.6% |
Return / Risk | -1 |
Calmar ratio | -0.9049 |
Sharpe ratio | -0.1064 |
Sortino ratio | -1.0375 |
Shvager ratio | 0.301 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 1 m. |
Trade days | 20 (77%) |
History | 1 m. |
Current stats | |
Drawdown | 93% / 97% |
Drawdown duration | 16 / 16 d. |