Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -93.5% |
Last day | 60% |
Last month | -99.1% |
Max. Drawdown | 100% |
Worst day | 99% |
Max. leverage | 1:2,226 |
Stand. deviation | 128.1% |
Downside Deviation | 89% |
Best day | 60% |
Volatility | 27.1% |
Return / Risk | -1 |
Calmar ratio | -0.9376 |
Sharpe ratio | -0.7368 |
Sortino ratio | -1.0606 |
Shvager ratio | 1.353 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 37 (95%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 100% |
Drawdown duration | 1 / 1 m. |