Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -81% |
Last day | -27.4% |
Last month | -96.1% |
Max. Drawdown | 98% |
Worst day | 57% |
Max. leverage | 1:314 |
Stand. deviation | 157.2% |
Downside Deviation | 66.3% |
Best day | 49% |
Volatility | 23.4% |
Return / Risk | -1 |
Calmar ratio | -0.8268 |
Sharpe ratio | -0.5206 |
Sortino ratio | -1.2346 |
Shvager ratio | 0.582 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 47 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 2 / 2 m. |