Average year | -100% |
---|---|
Return over 3 m. | -98% |
Average month | -73.9% |
Last day | 2.5% |
Last month | -97.1% |
Max. Drawdown | 99% |
Worst day | 89% |
Max. leverage | 1:1,149 |
Stand. deviation | 543% |
Downside Deviation | 59.3% |
Best day | 63% |
Volatility | 25.9% |
Return / Risk | -1 |
Calmar ratio | -0.7473 |
Sharpe ratio | -0.1375 |
Sortino ratio | -1.2599 |
Shvager ratio | 0.981 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 63 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |