Average year | -100% |
---|---|
Return over 2 m. | -100% |
Average month | -100% |
Last day | -100% |
Last month | -100% |
Max. Drawdown | 100% |
Worst day | 100% |
Max. leverage | 1:595 |
Stand. deviation | 231.9% |
Downside Deviation | 40.7% |
Best day | 39% |
Volatility | 20.3% |
Return / Risk | -1 |
Calmar ratio | -1 |
Sharpe ratio | -0.4347 |
Sortino ratio | -2.4757 |
Shvager ratio | 0.76 |
Prefer horizon | 3 m. |
Longest drawdown | 17 d. |
Calculation period | 2 m. |
Trade days | 45 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 11 / 17 d. |