Average year | -100% |
---|---|
Return over 2 m. | -83% |
Average month | -59% |
Last day | -58.2% |
Last month | -86.7% |
Max. Drawdown | 94% |
Worst day | 74% |
Max. leverage | 1:502 |
Stand. deviation | 237.2% |
Downside Deviation | 58.4% |
Best day | 167% |
Volatility | 36% |
Return / Risk | -1.1 |
Calmar ratio | -0.6295 |
Sharpe ratio | -0.2523 |
Sortino ratio | -1.0241 |
Shvager ratio | 1.169 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 41 (93%) |
History | 2 m. |
Current stats | |
Drawdown | 92% / 94% |
Drawdown duration | 1 / 1 m. |