Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -83.5% |
Last day | 0% |
Last month | -97.1% |
Max. Drawdown | 99% |
Worst day | 90% |
Max. leverage | 1:783 |
Stand. deviation | 1,191.3% |
Downside Deviation | 67% |
Best day | 24% |
Volatility | 24.9% |
Return / Risk | -1 |
Calmar ratio | -0.8461 |
Sharpe ratio | -0.0707 |
Sortino ratio | -1.2581 |
Shvager ratio | 0.585 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 2 m. |
Trade days | 29 (69%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 13 / 13 d. |