Average year | -100% |
---|---|
Return over 2 m. | -100% |
Average month | -100% |
Last day | -100% |
Last month | -100% |
Max. Drawdown | 100% |
Worst day | 100% |
Max. leverage | 1:813 |
Stand. deviation | 47.1% |
Downside Deviation | 29.8% |
Best day | 108% |
Volatility | 38.6% |
Return / Risk | -1 |
Calmar ratio | -1 |
Sharpe ratio | -2.1415 |
Sortino ratio | -3.3816 |
Shvager ratio | 1.15 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 2 m. |
Trade days | 42 (93%) |
History | 2 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 15 / 16 d. |