Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -83.4% |
Last day | 6.8% |
Last month | -98.2% |
Max. Drawdown | 98% |
Worst day | 88% |
Max. leverage | 1:848 |
Stand. deviation | 118.2% |
Downside Deviation | 48.2% |
Best day | 30% |
Volatility | 14.8% |
Return / Risk | -1 |
Calmar ratio | -0.8465 |
Sharpe ratio | -0.7119 |
Sortino ratio | -1.7449 |
Shvager ratio | 0.541 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 2 m. |
Trade days | 46 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 6 / 4 d. |