Average year | -100% |
---|---|
Return over 2 m. | -69% |
Average month | -44.9% |
Last day | 0% |
Last month | -82.2% |
Max. Drawdown | 94% |
Worst day | 77% |
Max. leverage | 1:643 |
Stand. deviation | 291.5% |
Downside Deviation | 55.9% |
Best day | 104% |
Volatility | 45.5% |
Return / Risk | -1.1 |
Calmar ratio | -0.4762 |
Sharpe ratio | -0.1568 |
Sortino ratio | -0.8182 |
Shvager ratio | 1.095 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 32 (76%) |
History | 2 m. |
Current stats | |
Drawdown | 87% / 94% |
Drawdown duration | 1 / 1 m. |