Average year | -100% |
---|---|
Return over 2 m. | -94% |
Average month | -74% |
Last day | -94.3% |
Last month | -94% |
Max. Drawdown | 99% |
Worst day | 99% |
Max. leverage | 1:828 |
Stand. deviation | 46.8% |
Downside Deviation | 30.8% |
Best day | 64% |
Volatility | 17% |
Return / Risk | -1 |
Calmar ratio | -0.7487 |
Sharpe ratio | -1.5977 |
Sortino ratio | -2.4286 |
Shvager ratio | 0.712 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 42 (88%) |
History | 2 m. |
Current stats | |
Drawdown | 95% / 99% |
Drawdown duration | 1.5 / 1,5 m. |