Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -77.7% |
Last day | -97.3% |
Last month | -97.8% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:625 |
Stand. deviation | 71.6% |
Downside Deviation | 25.7% |
Best day | 66% |
Volatility | 31.1% |
Return / Risk | -1 |
Calmar ratio | -0.7844 |
Sharpe ratio | -1.0975 |
Sortino ratio | -3.0574 |
Shvager ratio | 0.638 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 2 m. |
Trade days | 39 (81%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 6 / 4 d. |