Average year | -100% |
---|---|
Return over 2 m. | -62% |
Average month | -36.7% |
Last day | 0% |
Last month | -65.1% |
Max. Drawdown | 68% |
Worst day | 44% |
Max. leverage | 1:55 |
Stand. deviation | 119.9% |
Downside Deviation | 45.5% |
Best day | 31% |
Volatility | 17.5% |
Return / Risk | -1.5 |
Calmar ratio | -0.5365 |
Sharpe ratio | -0.3129 |
Sortino ratio | -0.8236 |
Shvager ratio | 0.71 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 2 m. |
Trade days | 28 (61%) |
History | 2 m. |
Current stats | |
Drawdown | 68% / 68% |
Drawdown duration | 19 / 19 d. |