Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -93% |
Last day | -24% |
Last month | -99.3% |
Max. Drawdown | 99% |
Worst day | 86% |
Max. leverage | 1:826 |
Stand. deviation | 157.3% |
Downside Deviation | 86.1% |
Best day | 162% |
Volatility | 41.2% |
Return / Risk | -1 |
Calmar ratio | -0.935 |
Sharpe ratio | -0.5962 |
Sortino ratio | -1.0894 |
Shvager ratio | 0.881 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 2 m. |
Trade days | 38 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 7 / 16 d. |