Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -88.7% |
Last day | 0% |
Last month | -99.3% |
Max. Drawdown | 100% |
Worst day | 98% |
Max. leverage | 1:804 |
Stand. deviation | 93% |
Downside Deviation | 25.4% |
Best day | 209% |
Volatility | 46.4% |
Return / Risk | -1 |
Calmar ratio | -0.8881 |
Sharpe ratio | -0.9624 |
Sortino ratio | -3.5208 |
Shvager ratio | 1.331 |
Prefer horizon | 3 m. |
Longest drawdown | 12 d. |
Calculation period | 2 m. |
Trade days | 46 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 2 / 12 d. |