Intraday Breakouts

Automatisierte Handelssysteme

Monthly return
+1.7%
Avg trade length
36.6 mins
Trades per day
2.2
History
179 days
Risk/Reward Ratio
+0.41
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss84.8%
20% loss72.0%
30% loss61.1%
40% loss51.8%
50% loss43.9%
60% loss37.3%
70% loss31.6%
80% loss26.8%
90% loss22.8%
100% loss19.3%
Balance
Worst day %
-4.4%
Worst week %
-7.7%
Worst month %
-9.6%
Deepest valley
-17.6%
Loss from outset
-6.4%
Equity (approximate)
Worst day %
-4.4%
Worst week %
-7.7%
Worst month %
-9.6%
Deepest valley
-17.6%
Loss from outset
-6.4%
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% loss02
7% loss00
6% loss02
5% loss10
4% loss94
3% loss91
2% loss222
1% loss332
Total days/weeks12426
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
 
Continue to site >