Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -94% |
Last day | -96.9% |
Last month | -96.3% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:895 |
Stand. deviation | 781.3% |
Downside Deviation | 28.8% |
Best day | 29% |
Volatility | 30.2% |
Return / Risk | -1 |
Calmar ratio | -0.9495 |
Sharpe ratio | -0.1214 |
Sortino ratio | -3.2932 |
Shvager ratio | 0.537 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 d. |