Risk analysis for 11414915

Monthly return
-1.9%
Avg trade length
2.3 days
Trades per day
8.0
History
345 days
Risk/Reward Ratio
-0.42
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss100.0%
20% loss100.0%
30% loss100.0%
40% loss100.0%
50% loss100.0%
60% loss100.0%
70% loss100.0%
80% loss100.0%
90% loss100.0%
100% loss100.0%
Balance
Worst day %
-8.3%
Worst week %
-22.0%
Worst month %
-25.9%
Deepest valley
-52.0%
Loss from outset
-32.0%
Equity (approximate)
Worst day %
-8.3%
Worst week %
-19.6%
Worst month %
-25.4%
Deepest valley
-51.1%
Loss from outset
-30.7%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%03
10% loss01
9% loss11
8% loss33
7% loss31
6% loss52
5% loss61
4% loss142
3% loss224
2% loss254
1% loss353
Total days/weeks24650
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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