Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -85% |
Last day | -97.2% |
Last month | -97.5% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:830 |
Stand. deviation | 1,411.4% |
Downside Deviation | 65.2% |
Best day | 32% |
Volatility | 17.7% |
Return / Risk | -1 |
Calmar ratio | -0.862 |
Sharpe ratio | -0.0608 |
Sortino ratio | -1.3161 |
Shvager ratio | 0.808 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 2 m. |
Trade days | 39 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 6 d. |