Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -92.4% |
Last day | 0% |
Last month | -99.3% |
Max. Drawdown | 99% |
Worst day | 88% |
Max. leverage | 1:1,364 |
Stand. deviation | 2,129.9% |
Downside Deviation | 70.1% |
Best day | 24% |
Volatility | 31.5% |
Return / Risk | -1 |
Calmar ratio | -0.929 |
Sharpe ratio | -0.0438 |
Sortino ratio | -1.3291 |
Shvager ratio | 0.397 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 25 (57%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |