Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -87.9% |
Last day | -20% |
Last month | -98.8% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:886 |
Stand. deviation | 118.1% |
Downside Deviation | 52.7% |
Best day | 109% |
Volatility | 20.6% |
Return / Risk | -1 |
Calmar ratio | -0.8862 |
Sharpe ratio | -0.7511 |
Sortino ratio | -1.6821 |
Shvager ratio | 1.106 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 48 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |