Average year | -100% |
---|---|
Return over 2,5 m. | -95% |
Average month | -67.1% |
Last day | 0% |
Last month | -95.8% |
Max. Drawdown | 97% |
Worst day | 61% |
Max. leverage | 1:165 |
Stand. deviation | 254.9% |
Downside Deviation | 50.8% |
Best day | 73% |
Volatility | 28% |
Return / Risk | -1 |
Calmar ratio | -0.691 |
Sharpe ratio | -0.2662 |
Sortino ratio | -1.3363 |
Shvager ratio | 0.887 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 57 (97%) |
History | 2,5 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 1 / 1 m. |