Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -85.1% |
Last day | 0% |
Last month | -97.2% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:2,336 |
Stand. deviation | 1,020.8% |
Downside Deviation | 65.9% |
Best day | 18% |
Volatility | 14.6% |
Return / Risk | -1 |
Calmar ratio | -0.863 |
Sharpe ratio | -0.0842 |
Sortino ratio | -1.3039 |
Shvager ratio | 0.543 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 2 m. |
Trade days | 33 (85%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 3 / 3 d. |