Risk figures for 101498

ALGO Traders THE BAT

Monthly return
+3.7%
Avg trade length
16.0 days
Trades per day
2.2
History
1936 days
Risk/Reward Ratio
+1.47
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss37.3%
20% loss13.9%
30% loss5.2%
40% loss1.9%
50% loss0.7%
60% loss0.3%
70% loss0.1%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-5.0%
Worst week %
-4.3%
Worst month %
-5.6%
Deepest valley
-12.4%
Loss from outset
-.--
Equity (approximate)
Worst day %
-25.9%
Worst week %
-32.9%
Worst month %
-14.9%
Deepest valley
-58.5%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss12
4% loss10
3% loss63
2% loss97
1% loss16841
Total days/weeks1381277
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
 
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