Average year | -100% |
---|---|
Return over 2 m. | -81% |
Average month | -55.9% |
Last day | 2.1% |
Last month | -37.9% |
Max. Drawdown | 83% |
Worst day | 38% |
Max. leverage | 1:488 |
Stand. deviation | 72.5% |
Downside Deviation | 56.7% |
Best day | 31% |
Volatility | 15.6% |
Return / Risk | -1.2 |
Calmar ratio | -0.6744 |
Sharpe ratio | -0.7816 |
Sortino ratio | -1.0001 |
Shvager ratio | 0.282 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 33 (72%) |
History | 2 m. |
Current stats | |
Drawdown | 82% / 83% |
Drawdown duration | 2 / 2 m. |