Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -81.2% |
Last day | -6.6% |
Last month | -96.9% |
Max. Drawdown | 98% |
Worst day | 91% |
Max. leverage | 1:596 |
Stand. deviation | 628.7% |
Downside Deviation | 66.7% |
Best day | 59% |
Volatility | 38.5% |
Return / Risk | -1 |
Calmar ratio | -0.8253 |
Sharpe ratio | -0.1305 |
Sortino ratio | -1.2307 |
Shvager ratio | 0.941 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 47 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1 / 1 m. |