Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -98.8% |
Last day | 0% |
Last month | -99.2% |
Max. Drawdown | 99% |
Worst day | 95% |
Max. leverage | 1:964 |
Stand. deviation | 421.7% |
Downside Deviation | 85.1% |
Best day | 12% |
Volatility | 26.7% |
Return / Risk | -1 |
Calmar ratio | -0.9936 |
Sharpe ratio | -0.2361 |
Sortino ratio | -1.1699 |
Shvager ratio | 0.586 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 23 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 11 / 11 d. |