Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -79.8% |
Last day | 0% |
Last month | -91.9% |
Max. Drawdown | 99% |
Worst day | 89% |
Max. leverage | 1:507 |
Stand. deviation | 46.2% |
Downside Deviation | 47.8% |
Best day | 61% |
Volatility | 38% |
Return / Risk | -1 |
Calmar ratio | -0.8076 |
Sharpe ratio | -1.7456 |
Sortino ratio | -1.6852 |
Shvager ratio | 0.929 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 40 (87%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1.5 / 1,5 m. |