Average year | -100% |
---|---|
Return over 2 m. | -72% |
Average month | -45.7% |
Last day | 29.6% |
Last month | -89.2% |
Max. Drawdown | 98% |
Worst day | 95% |
Max. leverage | 1:478 |
Stand. deviation | 920.7% |
Downside Deviation | 64.4% |
Best day | 87% |
Volatility | 42% |
Return / Risk | -1 |
Calmar ratio | -0.4674 |
Sharpe ratio | -0.0505 |
Sortino ratio | -0.7217 |
Shvager ratio | 0.865 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 2 m. |
Trade days | 43 (93%) |
History | 2 m. |
Current stats | |
Drawdown | 93% / 98% |
Drawdown duration | 4 / 15 d. |