Average year | -100% |
---|---|
Return over 2,5 m. | -97% |
Average month | -72.3% |
Last day | 0% |
Last month | -98% |
Max. Drawdown | 99% |
Worst day | 90% |
Max. leverage | 1:490 |
Stand. deviation | 366.8% |
Downside Deviation | 51.6% |
Best day | 53% |
Volatility | 22.6% |
Return / Risk | -1 |
Calmar ratio | -0.7313 |
Sharpe ratio | -0.1992 |
Sortino ratio | -1.4166 |
Shvager ratio | 0.99 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 58 (98%) |
History | 2,5 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |