Average year | -100% |
---|---|
Return over 2 m. | -66% |
Average month | -41.5% |
Last day | 0% |
Last month | -77.6% |
Max. Drawdown | 88% |
Worst day | 74% |
Max. leverage | 1:360 |
Stand. deviation | 289% |
Downside Deviation | 55.4% |
Best day | 58% |
Volatility | 28.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.4729 |
Sharpe ratio | -0.1463 |
Sortino ratio | -0.7626 |
Shvager ratio | 0.945 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 2 m. |
Trade days | 23 (53%) |
History | 2 m. |
Current stats | |
Drawdown | 81% / 88% |
Drawdown duration | 29 / 29 d. |