Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -81.8% |
Last day | -3.7% |
Last month | -95.7% |
Max. Drawdown | 99% |
Worst day | 85% |
Max. leverage | 1:546 |
Stand. deviation | 472.2% |
Downside Deviation | 69.6% |
Best day | 50% |
Volatility | 26.4% |
Return / Risk | -1 |
Calmar ratio | -0.8249 |
Sharpe ratio | -0.1749 |
Sortino ratio | -1.1872 |
Shvager ratio | 0.833 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 46 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 99% |
Drawdown duration | 2 / 2 m. |