Risk analysis for 1254638

X
Monthly return
+22.7%
Avg trade length
15.7 hours
Trades per day
5.3
History
81 days
Risk/Reward Ratio
+1.72
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss79.1%
20% loss62.6%
30% loss49.5%
40% loss39.1%
50% loss31.0%
60% loss24.5%
70% loss19.4%
80% loss15.3%
90% loss12.1%
100% loss9.6%
Balance
Worst day %
-24.7%
Worst week %
-16.9%
Worst month %
+4.9%
Deepest valley
-33.3%
Loss from outset
-.--
Equity (approximate)
Worst day %
-24.6%
Worst week %
-3.5%
Worst month %
-.--
Deepest valley
-38.2%
Loss from outset
-32.4%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%31
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss21
Total days/weeks5912
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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