Risk analysis for advancedscalper

X
Monthly return
+5.0%
Avg trade length
19.3 hours
Trades per day
6.2
History
174 days
Risk/Reward Ratio
+0.87
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss77.4%
20% loss59.9%
30% loss46.4%
40% loss35.9%
50% loss27.8%
60% loss21.5%
70% loss16.7%
80% loss12.9%
90% loss10.0%
100% loss7.7%
Balance
Worst day %
-22.9%
Worst week %
-22.7%
Worst month %
-22.4%
Deepest valley
-38.6%
Loss from outset
-7.6%
Equity (approximate)
Worst day %
-19.6%
Worst week %
-22.7%
Worst month %
-31.2%
Deepest valley
-37.1%
Loss from outset
-8.6%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%32
10% loss11
9% loss10
8% loss11
7% loss11
6% loss21
5% loss22
4% loss21
3% loss30
2% loss131
1% loss92
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 >