Average year | -100% |
---|---|
Return over 2 m. | -97% |
Average month | -79.8% |
Last day | 0% |
Last month | -97.9% |
Max. Drawdown | 99% |
Worst day | 91% |
Max. leverage | 1:880 |
Stand. deviation | 1,506% |
Downside Deviation | 67.9% |
Best day | 289% |
Volatility | 48.7% |
Return / Risk | -1 |
Calmar ratio | -0.804 |
Sharpe ratio | -0.0535 |
Sortino ratio | -1.1871 |
Shvager ratio | 1.229 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 2 m. |
Trade days | 44 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 15 / 15 d. |