Average year | -100% |
---|---|
Return over 1 m. | -50% |
Average month | -46.8% |
Last day | 0% |
Last month | -45.3% |
Max. Drawdown | 91% |
Worst day | 78% |
Max. leverage | 1:702 |
Stand. deviation | 93.2% |
Downside Deviation | 48.4% |
Best day | 267% |
Volatility | 70% |
Return / Risk | -1.1 |
Calmar ratio | -0.5145 |
Sharpe ratio | -0.5111 |
Sortino ratio | -0.9839 |
Shvager ratio | 1.875 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 1 m. |
Trade days | 12 (52%) |
History | 1 m. |
Current stats | |
Drawdown | 89% / 91% |
Drawdown duration | 23 / 23 d. |