Average year | -99% |
---|---|
Return over 2 m. | -57% |
Average month | -34.6% |
Last day | -30.3% |
Last month | -62% |
Max. Drawdown | 70% |
Worst day | 41% |
Max. leverage | 1:246 |
Stand. deviation | 115.6% |
Downside Deviation | 44.4% |
Best day | 37% |
Volatility | 13.2% |
Return / Risk | -1.4 |
Calmar ratio | -0.4918 |
Sharpe ratio | -0.3063 |
Sortino ratio | -0.7973 |
Shvager ratio | 0.796 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 30 (70%) |
History | 2 m. |
Current stats | |
Drawdown | 70% / 70% |
Drawdown duration | 1 / 1 m. |