Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -84.3% |
Last day | 37.7% |
Last month | -99.1% |
Max. Drawdown | 99% |
Worst day | 99% |
Max. leverage | 1:512 |
Stand. deviation | 167.3% |
Downside Deviation | 48.7% |
Best day | 82% |
Volatility | 28.1% |
Return / Risk | -1 |
Calmar ratio | -0.8477 |
Sharpe ratio | -0.5088 |
Sortino ratio | -1.75 |
Shvager ratio | 1.02 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 2 m. |
Trade days | 46 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 23 / 23 d. |