Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -82.1% |
Last day | 15.7% |
Last month | -84.8% |
Max. Drawdown | 99% |
Worst day | 73% |
Max. leverage | 1:433 |
Stand. deviation | 112.3% |
Downside Deviation | 69.1% |
Best day | 82% |
Volatility | 27.6% |
Return / Risk | -1 |
Calmar ratio | -0.8316 |
Sharpe ratio | -0.7384 |
Sortino ratio | -1.2001 |
Shvager ratio | 0.666 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 37 (80%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 2 / 2 m. |