Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -79.2% |
Last day | -29.3% |
Last month | -92.3% |
Max. Drawdown | 97% |
Worst day | 55% |
Max. leverage | 1:238 |
Stand. deviation | 51.8% |
Downside Deviation | 72.8% |
Best day | 68% |
Volatility | 31.1% |
Return / Risk | -1 |
Calmar ratio | -0.8192 |
Sharpe ratio | -1.5435 |
Sortino ratio | -1.0991 |
Shvager ratio | 0.694 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 43 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |