Average year | -100% |
---|---|
Return over 2 m. | -93% |
Average month | -75.9% |
Last day | -93.5% |
Last month | -93.8% |
Max. Drawdown | 96% |
Worst day | 94% |
Max. leverage | 1:1,123 |
Stand. deviation | 507.8% |
Downside Deviation | 65% |
Best day | 19% |
Volatility | 13.4% |
Return / Risk | -1 |
Calmar ratio | -0.7949 |
Sharpe ratio | -0.1511 |
Sortino ratio | -1.18 |
Shvager ratio | 0.753 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 2 m. |
Trade days | 30 (73%) |
History | 2 m. |
Current stats | |
Drawdown | 0% / 96% |
Drawdown duration | — / 11 d. |