Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -84.2% |
Last day | 0% |
Last month | -98% |
Max. Drawdown | 99% |
Worst day | 69% |
Max. leverage | 1:82 |
Stand. deviation | 117.7% |
Downside Deviation | 58.2% |
Best day | 27% |
Volatility | 26.3% |
Return / Risk | -1 |
Calmar ratio | -0.8504 |
Sharpe ratio | -0.7217 |
Sortino ratio | -1.4605 |
Shvager ratio | 0.758 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 39 (78%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1.5 / 1,5 m. |