Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -89.4% |
Last day | -49.4% |
Last month | -98.8% |
Max. Drawdown | 99% |
Worst day | 93% |
Max. leverage | 1:660 |
Stand. deviation | 103.6% |
Downside Deviation | 59.2% |
Best day | 12% |
Volatility | 21.8% |
Return / Risk | -1 |
Calmar ratio | -0.9021 |
Sharpe ratio | -0.8708 |
Sortino ratio | -1.524 |
Shvager ratio | 0.341 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 34 (74%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |