Intraday Breakouts

Automatisierte Handelssysteme

X
Monthly return
+0.3%
Avg trade length
33.6 mins
Trades per day
2.0
History
301 days
Risk/Reward Ratio
+0.06
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss97.0%
20% loss94.0%
30% loss91.2%
40% loss88.4%
50% loss85.7%
60% loss83.1%
70% loss80.6%
80% loss78.2%
90% loss75.8%
100% loss73.5%
Balance
Worst day %
-4.4%
Worst week %
-7.7%
Worst month %
-13.7%
Deepest valley
-30.9%
Loss from outset
-.--
Equity (approximate)
Worst day %
-4.4%
Worst week %
-7.7%
Worst month %
-13.7%
Deepest valley
-30.9%
Loss from outset
-.--
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% loss03
5% loss10
4% loss105
3% loss112
2% loss386
1% loss656
Total days/weeks21044
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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