Average year | -98% |
---|---|
Return over 2 m. | -44% |
Average month | -27.9% |
Last day | -23.3% |
Last month | -56.8% |
Max. Drawdown | 69% |
Worst day | 50% |
Max. leverage | 1:170 |
Stand. deviation | 174% |
Downside Deviation | 44% |
Best day | 66% |
Volatility | 22.1% |
Return / Risk | -1.4 |
Calmar ratio | -0.4025 |
Sharpe ratio | -0.165 |
Sortino ratio | -0.6524 |
Shvager ratio | 0.706 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 2 m. |
Trade days | 35 (88%) |
History | 2 m. |
Current stats | |
Drawdown | 69% / 69% |
Drawdown duration | 19 / 19 d. |