Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -84.3% |
Last day | -44.5% |
Last month | -97% |
Max. Drawdown | 99% |
Worst day | 64% |
Max. leverage | 1:655 |
Stand. deviation | 468.5% |
Downside Deviation | 70.2% |
Best day | 30% |
Volatility | 27.9% |
Return / Risk | -1 |
Calmar ratio | -0.8555 |
Sharpe ratio | -0.1816 |
Sortino ratio | -1.2116 |
Shvager ratio | 0.533 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 43 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 2 / 2 m. |