Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -87.4% |
Last day | 0% |
Last month | -99.1% |
Max. Drawdown | 99% |
Worst day | 94% |
Max. leverage | 1:785 |
Stand. deviation | 125.8% |
Downside Deviation | 41.8% |
Best day | 30% |
Volatility | 20.6% |
Return / Risk | -1 |
Calmar ratio | -0.8803 |
Sharpe ratio | -0.7014 |
Sortino ratio | -2.1105 |
Shvager ratio | 1.114 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 2 m. |
Trade days | 46 (94%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 13 / 22 d. |