Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -85.8% |
Last day | -82.8% |
Last month | -85.8% |
Max. Drawdown | 99% |
Worst day | 86% |
Max. leverage | 1:504 |
Stand. deviation | 8.2% |
Downside Deviation | 85.9% |
Best day | 64% |
Volatility | 39.4% |
Return / Risk | -1 |
Calmar ratio | -0.8692 |
Sharpe ratio | -10.5043 |
Sortino ratio | -1.0086 |
Shvager ratio | 0.881 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 41 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |