Average year | -100% |
---|---|
Return over 2 m. | -95% |
Average month | -80.6% |
Last day | 0% |
Last month | -95.7% |
Max. Drawdown | 97% |
Worst day | 73% |
Max. leverage | 1:743 |
Stand. deviation | 709.1% |
Downside Deviation | 65.8% |
Best day | 17% |
Volatility | 21.7% |
Return / Risk | -1 |
Calmar ratio | -0.8335 |
Sharpe ratio | -0.1147 |
Sortino ratio | -1.2359 |
Shvager ratio | 0.393 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 2 m. |
Trade days | 29 (73%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 17 / 17 d. |