Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -81% |
Last day | -24.4% |
Last month | -93.4% |
Max. Drawdown | 98% |
Worst day | 62% |
Max. leverage | 1:677 |
Stand. deviation | 292.6% |
Downside Deviation | 75.3% |
Best day | 179% |
Volatility | 38.2% |
Return / Risk | -1 |
Calmar ratio | -0.8272 |
Sharpe ratio | -0.2795 |
Sortino ratio | -1.0864 |
Shvager ratio | 0.972 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 36 (82%) |
History | 2 m. |
Current stats | |
Drawdown | 96% / 98% |
Drawdown duration | 2 / 2 m. |