Risk analysis for 220628376

Monthly return
+28.9%
Avg trade length
3.3 days
Trades per day
1.4
History
213 days
Risk/Reward Ratio
+0.29
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss99.5%
20% loss98.9%
30% loss98.4%
40% loss97.8%
50% loss97.3%
60% loss96.7%
70% loss96.2%
80% loss95.7%
90% loss95.2%
100% loss94.6%
Balance
Worst day %
-4.6%
Worst week %
-4.3%
Worst month %
-4.2%
Deepest valley
-4.6%
Loss from outset
-.--
Equity (approximate)
Worst day %
-53.2%
Worst week %
-9.8%
Worst month %
-10.7%
Deepest valley
-76.7%
Loss from outset
-75.3%
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% loss00
7% loss00
6% loss00
5% loss11
4% loss11
3% loss00
2% loss00
1% loss60
Total days/weeks15331
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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