Average year | -100% |
---|---|
Return over 2 m. | -96% |
Average month | -83.8% |
Last day | 2.5% |
Last month | -97% |
Max. Drawdown | 99% |
Worst day | 83% |
Max. leverage | 1:620 |
Stand. deviation | 936.7% |
Downside Deviation | 65.8% |
Best day | 63% |
Volatility | 23.4% |
Return / Risk | -1 |
Calmar ratio | -0.8499 |
Sharpe ratio | -0.0903 |
Sortino ratio | -1.2854 |
Shvager ratio | 1.014 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 2 m. |
Trade days | 38 (97%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 99% |
Drawdown duration | 18 / 18 d. |