Average year | -100% |
---|---|
Return over 2 m. | -90% |
Average month | -66.1% |
Last day | -31.2% |
Last month | -91.6% |
Max. Drawdown | 94% |
Worst day | 78% |
Max. leverage | 1:253 |
Stand. deviation | 539.4% |
Downside Deviation | 63% |
Best day | 27% |
Volatility | 19.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.7011 |
Sharpe ratio | -0.124 |
Sortino ratio | -1.0625 |
Shvager ratio | 0.893 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 44 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 94% / 94% |
Drawdown duration | 1 / 1 m. |