Average year | -100% |
---|---|
Return over 2 m. | -82% |
Average month | -58.2% |
Last day | 0% |
Last month | -91.2% |
Max. Drawdown | 94% |
Worst day | 92% |
Max. leverage | 1:698 |
Stand. deviation | 345.1% |
Downside Deviation | 60.3% |
Best day | 76% |
Volatility | 27.8% |
Return / Risk | -1.1 |
Calmar ratio | -0.62 |
Sharpe ratio | -0.1709 |
Sortino ratio | -0.9775 |
Shvager ratio | 0.731 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 2 m. |
Trade days | 27 (64%) |
History | 2 m. |
Current stats | |
Drawdown | 94% / 94% |
Drawdown duration | 25 / 25 d. |