Average year | -100% |
---|---|
Return over 3 m. | -94% |
Average month | -63.9% |
Last day | 41% |
Last month | -93.1% |
Max. Drawdown | 100% |
Worst day | 95% |
Max. leverage | 1:500 |
Stand. deviation | 381.7% |
Downside Deviation | 62.1% |
Best day | 60% |
Volatility | 31.3% |
Return / Risk | -1 |
Calmar ratio | -0.6416 |
Sharpe ratio | -0.1696 |
Sortino ratio | -1.0424 |
Shvager ratio | 0.801 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 61 (98%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 100% |
Drawdown duration | 2 / 2 m. |