Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -86.1% |
Last day | 0% |
Last month | -98.6% |
Max. Drawdown | 99% |
Worst day | 93% |
Max. leverage | 1:1,133 |
Stand. deviation | 259.9% |
Downside Deviation | 60.2% |
Best day | 46% |
Volatility | 39% |
Return / Risk | -1 |
Calmar ratio | -0.8666 |
Sharpe ratio | -0.3343 |
Sortino ratio | -1.4433 |
Shvager ratio | 0.606 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 2 m. |
Trade days | 23 (51%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 19 / 19 d. |