Average year | -100% |
---|---|
Return over 2 m. | -87% |
Average month | -59.9% |
Last day | 0.1% |
Last month | -87.8% |
Max. Drawdown | 92% |
Worst day | 80% |
Max. leverage | 1:425 |
Stand. deviation | 56.6% |
Downside Deviation | 30.1% |
Best day | 10% |
Volatility | 10.7% |
Return / Risk | -1.1 |
Calmar ratio | -0.6475 |
Sharpe ratio | -1.071 |
Sortino ratio | -2.013 |
Shvager ratio | 0.325 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 2 m. |
Trade days | 48 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 92% / 92% |
Drawdown duration | 3 / 15 d. |