Average year | -100% |
---|---|
Return over 2,5 m. | -93% |
Average month | -68.5% |
Last day | 30% |
Last month | -82% |
Max. Drawdown | 96% |
Worst day | 76% |
Max. leverage | 1:80 |
Stand. deviation | 84.5% |
Downside Deviation | 53.1% |
Best day | 30% |
Volatility | 21.7% |
Return / Risk | -1 |
Calmar ratio | -0.7158 |
Sharpe ratio | -0.8209 |
Sortino ratio | -1.3057 |
Shvager ratio | 0.885 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 46 (94%) |
History | 2,5 m. |
Current stats | |
Drawdown | 94% / 96% |
Drawdown duration | 2 / 2 m. |