Average year | -100% |
---|---|
Return over 2 m. | -100% |
Average month | -92.4% |
Last day | 0% |
Last month | -99.2% |
Max. Drawdown | 100% |
Worst day | 95% |
Max. leverage | 1:782 |
Stand. deviation | 75.8% |
Downside Deviation | 43.7% |
Best day | 52% |
Volatility | 41.8% |
Return / Risk | -1 |
Calmar ratio | -0.9253 |
Sharpe ratio | -1.2295 |
Sortino ratio | -2.1328 |
Shvager ratio | 0.774 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 47 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 100% / 100% |
Drawdown duration | 2 / 2 m. |