Average year | -100% |
---|---|
Return over 2,5 m. | -97% |
Average month | -75% |
Last day | 2.4% |
Last month | -87.9% |
Max. Drawdown | 99% |
Worst day | 81% |
Max. leverage | 1:469 |
Stand. deviation | 49% |
Downside Deviation | 60.5% |
Best day | 98% |
Volatility | 30.8% |
Return / Risk | -1 |
Calmar ratio | -0.7572 |
Sharpe ratio | -1.547 |
Sortino ratio | -1.2531 |
Shvager ratio | 0.702 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 54 (100%) |
History | 2,5 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 2 / 2 m. |