Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -81.4% |
Last day | -75.5% |
Last month | -88.4% |
Max. Drawdown | 97% |
Worst day | 75% |
Max. leverage | 1:740 |
Stand. deviation | 91.6% |
Downside Deviation | 80.7% |
Best day | 24% |
Volatility | 22.9% |
Return / Risk | -1 |
Calmar ratio | -0.8391 |
Sharpe ratio | -0.8973 |
Sortino ratio | -1.0188 |
Shvager ratio | 0.321 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 37 (84%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |