Risk analysis for 1133916

Monthly return
+4.9%
Avg trade length
29.6 hours
Trades per day
2.3
History
265 days
Risk/Reward Ratio
+2.68
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss8.7%
20% loss0.8%
30% loss0.1%
40% loss0.0%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-2.9%
Worst week %
-3.7%
Worst month %
-.--
Deepest valley
-6.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-12.0%
Worst week %
-11.2%
Worst month %
-13.2%
Deepest valley
-23.8%
Loss from outset
-18.8%
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% loss00
4% loss01
3% loss31
2% loss30
1% loss61
Total days/weeks18939
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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