Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -79% |
Last day | -67% |
Last month | -95.6% |
Max. Drawdown | 97% |
Worst day | 68% |
Max. leverage | 1:509 |
Stand. deviation | 855.1% |
Downside Deviation | 68.3% |
Best day | 46% |
Volatility | 38.8% |
Return / Risk | -1 |
Calmar ratio | -0.8164 |
Sharpe ratio | -0.0933 |
Sortino ratio | -1.1687 |
Shvager ratio | 0.593 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 2 m. |
Trade days | 18 (42%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 15 / 22 d. |