Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -84.2% |
Last day | -92.8% |
Last month | -97% |
Max. Drawdown | 98% |
Worst day | 94% |
Max. leverage | 1:820 |
Stand. deviation | 923% |
Downside Deviation | 65.8% |
Best day | 43% |
Volatility | 20.4% |
Return / Risk | -1 |
Calmar ratio | -0.8581 |
Sharpe ratio | -0.0921 |
Sortino ratio | -1.2911 |
Shvager ratio | 1.056 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 2 m. |
Trade days | 39 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 8 / 20 d. |