Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -82.3% |
Last day | -27% |
Last month | -97.5% |
Max. Drawdown | 98% |
Worst day | 91% |
Max. leverage | 1:821 |
Stand. deviation | 203.9% |
Downside Deviation | 58.2% |
Best day | 32% |
Volatility | 19.1% |
Return / Risk | -1 |
Calmar ratio | -0.8389 |
Sharpe ratio | -0.4077 |
Sortino ratio | -1.4272 |
Shvager ratio | 0.833 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 46 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1 / 1 m. |