VisionSig

VisionSig

Monthly return
+1.1%
Avg trade length
5.2 hours
Trades per day
2.2
History
914 days
Risk/Reward Ratio
+0.45
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss72.8%
20% loss53.0%
30% loss38.6%
40% loss28.1%
50% loss20.5%
60% loss14.9%
70% loss10.9%
80% loss7.9%
90% loss5.8%
100% loss4.2%
Balance
Worst day %
-6.9%
Worst week %
-12.6%
Worst month %
-12.6%
Deepest valley
-38.4%
Loss from outset
-.--
Equity (approximate)
Worst day %
-10.0%
Worst week %
-12.6%
Worst month %
-12.6%
Deepest valley
-37.9%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%01
10% loss00
9% loss02
8% loss01
7% loss33
6% loss111
5% loss610
4% loss204
3% loss169
2% loss4912
1% loss8513
Total days/weeks653131
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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