Average year | -100% |
---|---|
Return over 2,5 m. | -94% |
Average month | -66.9% |
Last day | 0% |
Last month | -88% |
Max. Drawdown | 99% |
Worst day | 97% |
Max. leverage | 1:1,306 |
Stand. deviation | 110% |
Downside Deviation | 51.7% |
Best day | 114% |
Volatility | 61.4% |
Return / Risk | -1 |
Calmar ratio | -0.6776 |
Sharpe ratio | -0.6153 |
Sortino ratio | -1.31 |
Shvager ratio | 1.516 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 26 (47%) |
History | 2,5 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |