Average year | -100% |
---|---|
Return over 2,5 m. | -97% |
Average month | -76.3% |
Last day | 9.4% |
Last month | -91.6% |
Max. Drawdown | 98% |
Worst day | 65% |
Max. leverage | 1:473 |
Stand. deviation | 60% |
Downside Deviation | 49.8% |
Best day | 43% |
Volatility | 32.2% |
Return / Risk | -1 |
Calmar ratio | -0.7748 |
Sharpe ratio | -1.284 |
Sortino ratio | -1.5477 |
Shvager ratio | 0.82 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 49 (96%) |
History | 2,5 m. |
Current stats | |
Drawdown | 97% / 98% |
Drawdown duration | 2 / 2 m. |