Average year | -100% |
---|---|
Return over 2,5 m. | -97% |
Average month | -76.7% |
Last day | 0% |
Last month | -96.9% |
Max. Drawdown | 97% |
Worst day | 88% |
Max. leverage | 1:762 |
Stand. deviation | 146.7% |
Downside Deviation | 42.9% |
Best day | 16% |
Volatility | 16% |
Return / Risk | -1 |
Calmar ratio | -0.789 |
Sharpe ratio | -0.5286 |
Sortino ratio | -1.8077 |
Shvager ratio | 0.484 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 30 (57%) |
History | 2,5 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |