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Risk analysis for 506901

Monthly return
+13.5%
Avg trade length
2.1 days
Trades per day
9.1
History
428 days
Risk/Reward Ratio
+3.66
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss17.9%
20% loss3.2%
30% loss0.6%
40% loss0.1%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-16.6%
Worst week %
-15.6%
Worst month %
-5.5%
Deepest valley
-17.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-25.7%
Worst week %
-31.3%
Worst month %
-43.7%
Deepest valley
-60.2%
Loss from outset
-0.8%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss11
8% loss00
7% loss10
6% loss10
5% loss01
4% loss31
3% loss61
2% loss101
1% loss146
Total days/weeks30662
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open