Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -94% |
Last day | 2.5% |
Last month | -95.5% |
Max. Drawdown | 97% |
Worst day | 81% |
Max. leverage | 1:822 |
Stand. deviation | 681.4% |
Downside Deviation | 87.7% |
Best day | 37% |
Volatility | 41.6% |
Return / Risk | -1 |
Calmar ratio | -0.9713 |
Sharpe ratio | -0.1391 |
Sortino ratio | -1.0815 |
Shvager ratio | 0.75 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1 m. |
Trade days | 23 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 97% |
Drawdown duration | 29 / 29 d. |