Average year | -98% |
---|---|
Return over 2 m. | -49% |
Average month | -26.8% |
Last day | -12.1% |
Last month | -58.1% |
Max. Drawdown | 61% |
Worst day | 30% |
Max. leverage | 1:138 |
Stand. deviation | 65.6% |
Downside Deviation | 31.1% |
Best day | 7% |
Volatility | 12% |
Return / Risk | -1.6 |
Calmar ratio | -0.4431 |
Sharpe ratio | -0.4208 |
Sortino ratio | -0.8871 |
Shvager ratio | 0.56 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 2 m. |
Trade days | 20 (43%) |
History | 2 m. |
Current stats | |
Drawdown | 60% / 61% |
Drawdown duration | 14 / 27 d. |