Average year | -100% |
---|---|
Return over 2 m. | -94% |
Average month | -77.8% |
Last day | -87.7% |
Last month | -96.6% |
Max. Drawdown | 97% |
Worst day | 88% |
Max. leverage | 1:374 |
Stand. deviation | 823.2% |
Downside Deviation | 66.4% |
Best day | 56% |
Volatility | 36.5% |
Return / Risk | -1 |
Calmar ratio | -0.802 |
Sharpe ratio | -0.0955 |
Sortino ratio | -1.1839 |
Shvager ratio | 0.965 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 40 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 1 / 1 m. |