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Risk analysis for 758251

ATS 100000 (aka The Beast)

Monthly return
-4.0%
Avg trade length
40.8 hours
Trades per day
1.1
History
186 days
Risk/Reward Ratio
-1.65
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss100.0%
20% loss100.0%
30% loss100.0%
40% loss100.0%
50% loss100.0%
60% loss100.0%
70% loss100.0%
80% loss100.0%
90% loss100.0%
100% loss100.0%
Balance
Worst day %
-9.2%
Worst week %
-9.0%
Worst month %
-12.6%
Deepest valley
-26.3%
Loss from outset
-.--
Equity (approximate)
Worst day %
-10.4%
Worst week %
-8.5%
Worst month %
-13.2%
Deepest valley
-26.8%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss11
9% loss01
8% loss00
7% loss00
6% loss10
5% loss11
4% loss22
3% loss22
2% loss82
1% loss212
Total days/weeks13427
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open