Average year | -100% |
---|---|
Return over 2,5 m. | -81% |
Average month | -46.8% |
Last day | 0% |
Last month | 12.3% |
Max. Drawdown | 90% |
Worst day | 81% |
Max. leverage | 1:808 |
Stand. deviation | 97.4% |
Downside Deviation | 48.9% |
Best day | 69% |
Volatility | 25% |
Return / Risk | -1.1 |
Calmar ratio | -0.5213 |
Sharpe ratio | -0.4886 |
Sortino ratio | -0.973 |
Shvager ratio | 0.794 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 56 (97%) |
History | 2,5 m. |
Current stats | |
Drawdown | 86% / 90% |
Drawdown duration | 2 / 2 m. |