Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -86.3% |
Last day | 0% |
Last month | -97.9% |
Max. Drawdown | 99% |
Worst day | 93% |
Max. leverage | 1:827 |
Stand. deviation | 272.3% |
Downside Deviation | 67% |
Best day | 8% |
Volatility | 15.4% |
Return / Risk | -1 |
Calmar ratio | -0.8717 |
Sharpe ratio | -0.3198 |
Sortino ratio | -1.2997 |
Shvager ratio | 0.376 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 45 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1.5 / 1,5 m. |