Average year | -100% |
---|---|
Return over 2 m. | -86% |
Average month | -59% |
Last day | -41.7% |
Last month | -87.8% |
Max. Drawdown | 97% |
Worst day | 95% |
Max. leverage | 1:728 |
Stand. deviation | 25.4% |
Downside Deviation | 26.9% |
Best day | 16% |
Volatility | 16.5% |
Return / Risk | -1 |
Calmar ratio | -0.6079 |
Sharpe ratio | -2.3518 |
Sortino ratio | -2.2238 |
Shvager ratio | 0.72 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 2 m. |
Trade days | 41 (84%) |
History | 2 m. |
Current stats | |
Drawdown | 89% / 97% |
Drawdown duration | 28 / 28 d. |