Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -86.9% |
Last day | 0% |
Last month | -92% |
Max. Drawdown | 98% |
Worst day | 57% |
Max. leverage | 1:2,500 |
Stand. deviation | 66.7% |
Downside Deviation | 82.3% |
Best day | 26% |
Volatility | 29.7% |
Return / Risk | -1 |
Calmar ratio | -0.885 |
Sharpe ratio | -1.314 |
Sortino ratio | -1.0645 |
Shvager ratio | 0.621 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (90%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1.5 / 1,5 m. |