Average year | -97% |
---|---|
Return over 2 m. | -45% |
Average month | -25% |
Last day | 0% |
Last month | 33.3% |
Max. Drawdown | 81% |
Worst day | 48% |
Max. leverage | 1:64 |
Stand. deviation | 119.2% |
Downside Deviation | 40.9% |
Best day | 45% |
Volatility | 20.6% |
Return / Risk | -1.2 |
Calmar ratio | -0.3097 |
Sharpe ratio | -0.2163 |
Sortino ratio | -0.6307 |
Shvager ratio | 1.041 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 42 (91%) |
History | 2 m. |
Current stats | |
Drawdown | 64% / 81% |
Drawdown duration | 1.5 / 1,5 m. |