Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -75.1% |
Last day | -5.3% |
Last month | -70.1% |
Max. Drawdown | 98% |
Worst day | 53% |
Max. leverage | 1:121 |
Stand. deviation | 163.8% |
Downside Deviation | 75.6% |
Best day | 55% |
Volatility | 30.6% |
Return / Risk | -1 |
Calmar ratio | -0.7695 |
Sharpe ratio | -0.4633 |
Sortino ratio | -1.0041 |
Shvager ratio | 3.746 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 48 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 96% / 98% |
Drawdown duration | 2 / 2 m. |