Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -84.2% |
Last day | 26.8% |
Last month | -95% |
Max. Drawdown | 99% |
Worst day | 92% |
Max. leverage | 1:508 |
Stand. deviation | 111.1% |
Downside Deviation | 64.8% |
Best day | 106% |
Volatility | 53.9% |
Return / Risk | -1 |
Calmar ratio | -0.8487 |
Sharpe ratio | -0.7651 |
Sortino ratio | -1.3119 |
Shvager ratio | 1.164 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 48 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 2 / 2 m. |