Average year | -99% |
---|---|
Return over 2 m. | -52% |
Average month | -29.9% |
Last day | 0% |
Last month | -64.7% |
Max. Drawdown | 75% |
Worst day | 75% |
Max. leverage | 1:500 |
Stand. deviation | 141.6% |
Downside Deviation | 44.7% |
Best day | 18% |
Volatility | 8.7% |
Return / Risk | -1.3 |
Calmar ratio | -0.3964 |
Sharpe ratio | -0.2168 |
Sortino ratio | -0.6865 |
Shvager ratio | 0.449 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 42 (91%) |
History | 2 m. |
Current stats | |
Drawdown | 73% / 75% |
Drawdown duration | 4 d. / 1 m. |