Average year | -100% |
---|---|
Return over 2 m. | -67% |
Average month | -39.5% |
Last day | 0% |
Last month | -70.3% |
Max. Drawdown | 83% |
Worst day | 63% |
Max. leverage | 1:160 |
Stand. deviation | 29.9% |
Downside Deviation | 24.8% |
Best day | 42% |
Volatility | 15.3% |
Return / Risk | -1.2 |
Calmar ratio | -0.4782 |
Sharpe ratio | -1.3484 |
Sortino ratio | -1.6284 |
Shvager ratio | 0.782 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 2 m. |
Trade days | 42 (88%) |
History | 2 m. |
Current stats | |
Drawdown | 83% / 83% |
Drawdown duration | 7 / 16 d. |