Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -76.9% |
Last day | -13.3% |
Last month | -95.9% |
Max. Drawdown | 97% |
Worst day | 93% |
Max. leverage | 1:258 |
Stand. deviation | 580% |
Downside Deviation | 65.2% |
Best day | 46% |
Volatility | 18.6% |
Return / Risk | -1 |
Calmar ratio | -0.7915 |
Sharpe ratio | -0.1339 |
Sortino ratio | -1.1919 |
Shvager ratio | 0.696 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 47 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 1 / 1 m. |