Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -81.2% |
Last day | -6.6% |
Last month | -89.5% |
Max. Drawdown | 99% |
Worst day | 64% |
Max. leverage | 1:835 |
Stand. deviation | 119.5% |
Downside Deviation | 76.9% |
Best day | 75% |
Volatility | 42.3% |
Return / Risk | -1 |
Calmar ratio | -0.8228 |
Sharpe ratio | -0.6863 |
Sortino ratio | -1.0668 |
Shvager ratio | 1.31 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 41 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 1 / 1 m. |