Average year | -100% |
---|---|
Return over 2 m. | -93% |
Average month | -72.2% |
Last day | 0% |
Last month | 0% |
Max. Drawdown | 98% |
Worst day | 97% |
Max. leverage | 1:2,184 |
Stand. deviation | 525.1% |
Downside Deviation | 65.3% |
Best day | 95% |
Volatility | 31.5% |
Return / Risk | -1 |
Calmar ratio | -0.7374 |
Sharpe ratio | -0.139 |
Sortino ratio | -1.1172 |
Shvager ratio | 0.665 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 17 (37%) |
History | 2 m. |
Current stats | |
Drawdown | 93% / 98% |
Drawdown duration | 1.5 / 1,5 m. |