Average year | -99% |
---|---|
Return over 2 m. | -53% |
Average month | -30.2% |
Last day | 2.2% |
Last month | -53% |
Max. Drawdown | 86% |
Worst day | 45% |
Max. leverage | 1:177 |
Stand. deviation | 88.9% |
Downside Deviation | 42.1% |
Best day | 54% |
Volatility | 32.4% |
Return / Risk | -1.1 |
Calmar ratio | -0.3497 |
Sharpe ratio | -0.3483 |
Sortino ratio | -0.7363 |
Shvager ratio | 0.924 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 2 m. |
Trade days | 22 (48%) |
History | 2 m. |
Current stats | |
Drawdown | 65% / 86% |
Drawdown duration | 14 / 14 d. |