Average year | -99% |
---|---|
Return over 2 m. | -56% |
Average month | -35.4% |
Last day | -55.4% |
Last month | -55.9% |
Max. Drawdown | 59% |
Worst day | 55% |
Max. leverage | 1:669 |
Stand. deviation | 76.5% |
Downside Deviation | 39.5% |
Best day | 3% |
Volatility | 5.8% |
Return / Risk | -1.7 |
Calmar ratio | -0.6018 |
Sharpe ratio | -0.4732 |
Sortino ratio | -0.9167 |
Shvager ratio | 0.635 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 2 m. |
Trade days | 30 (71%) |
History | 2 m. |
Current stats | |
Drawdown | 0% / 59% |
Drawdown duration | — / 15 d. |