Average year | -100% |
---|---|
Return over 1 m. | -99% |
Average month | -98.1% |
Last day | -98.7% |
Last month | -99.1% |
Max. Drawdown | 99% |
Worst day | 99% |
Max. leverage | 1:500 |
Stand. deviation | 485.3% |
Downside Deviation | 40% |
Best day | 13% |
Volatility | 20.2% |
Return / Risk | -1 |
Calmar ratio | -0.9875 |
Sharpe ratio | -0.2038 |
Sortino ratio | -2.4719 |
Shvager ratio | 0.372 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1 m. |
Trade days | 26 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 6 / 7 d. |