Average year | -100% |
---|---|
Return over 3 m. | -73% |
Average month | -36.4% |
Last day | 49.4% |
Last month | -81.6% |
Max. Drawdown | 93% |
Worst day | 87% |
Max. leverage | 1:596 |
Stand. deviation | 173% |
Downside Deviation | 46.2% |
Best day | 76% |
Volatility | 15.8% |
Return / Risk | -1.1 |
Calmar ratio | -0.3924 |
Sharpe ratio | -0.2149 |
Sortino ratio | -0.8045 |
Shvager ratio | 0.794 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 3 m. |
Trade days | 58 (92%) |
History | 3 m. |
Current stats | |
Drawdown | 85% / 93% |
Drawdown duration | 3 / 3 d. |