Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -76.4% |
Last day | 0% |
Last month | -96.7% |
Max. Drawdown | 99% |
Worst day | 96% |
Max. leverage | 1:2,500 |
Stand. deviation | 66.9% |
Downside Deviation | 29.6% |
Best day | 36% |
Volatility | 14.8% |
Return / Risk | -1 |
Calmar ratio | -0.7697 |
Sharpe ratio | -1.1543 |
Sortino ratio | -2.6103 |
Shvager ratio | 0.782 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 2 m. |
Trade days | 47 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 6 / 14 d. |