Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -76.2% |
Last day | 69.7% |
Last month | -97.1% |
Max. Drawdown | 99% |
Worst day | 95% |
Max. leverage | 1:797 |
Stand. deviation | 55.2% |
Downside Deviation | 39.2% |
Best day | 182% |
Volatility | 34.5% |
Return / Risk | -1 |
Calmar ratio | -0.7681 |
Sharpe ratio | -1.3938 |
Sortino ratio | -1.9663 |
Shvager ratio | 0.923 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 44 (92%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 99% |
Drawdown duration | 1 / 1 m. |