Average year | -100% |
---|---|
Return over 2 m. | -79% |
Average month | -52.2% |
Last day | 0% |
Last month | -87.1% |
Max. Drawdown | 89% |
Worst day | 89% |
Max. leverage | 1:737 |
Stand. deviation | 424% |
Downside Deviation | 59.9% |
Best day | 29% |
Volatility | 16.6% |
Return / Risk | -1.1 |
Calmar ratio | -0.5859 |
Sharpe ratio | -0.1249 |
Sortino ratio | -0.8836 |
Shvager ratio | 0.449 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 2 m. |
Trade days | 26 (57%) |
History | 2 m. |
Current stats | |
Drawdown | 89% / 89% |
Drawdown duration | 22 / 22 d. |