Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -88.3% |
Last day | -74.1% |
Last month | -98.6% |
Max. Drawdown | 99% |
Worst day | 92% |
Max. leverage | 1:933 |
Stand. deviation | 560% |
Downside Deviation | 68.3% |
Best day | 111% |
Volatility | 47.5% |
Return / Risk | -1 |
Calmar ratio | -0.8884 |
Sharpe ratio | -0.1592 |
Sortino ratio | -1.3045 |
Shvager ratio | 0.853 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 43 (90%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |