Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -88.6% |
Last day | 0% |
Last month | -99.4% |
Max. Drawdown | 100% |
Worst day | 88% |
Max. leverage | 1:344 |
Stand. deviation | 214% |
Downside Deviation | 61.8% |
Best day | 23% |
Volatility | 27.5% |
Return / Risk | -1 |
Calmar ratio | -0.8895 |
Sharpe ratio | -0.4178 |
Sortino ratio | -1.4479 |
Shvager ratio | 0.54 |
Prefer horizon | 3 m. |
Longest drawdown | 12 d. |
Calculation period | 2 m. |
Trade days | 35 (73%) |
History | 2 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 12 / 12 d. |