Average year | -100% |
---|---|
Return over 2,5 m. | -99% |
Average month | -86% |
Last day | 0% |
Last month | -98.3% |
Max. Drawdown | 99% |
Worst day | 84% |
Max. leverage | 1:528 |
Stand. deviation | 117.1% |
Downside Deviation | 55.2% |
Best day | 35% |
Volatility | 27.2% |
Return / Risk | -1 |
Calmar ratio | -0.866 |
Sharpe ratio | -0.7417 |
Sortino ratio | -1.5727 |
Shvager ratio | 0.561 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 50 (94%) |
History | 2,5 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |