Risk analysis for aeron-live-2

Monthly return
+8.7%
Avg trade length
18.7 hours
Trades per day
3.7
History
316 days
Risk/Reward Ratio
+1.92
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss48.6%
20% loss23.6%
30% loss11.5%
40% loss5.6%
50% loss2.7%
60% loss1.3%
70% loss0.6%
80% loss0.3%
90% loss0.2%
100% loss0.1%
Balance
Worst day %
-24.6%
Worst week %
-20.3%
Worst month %
+0.8%
Deepest valley
-24.6%
Loss from outset
-.--
Equity (approximate)
Worst day %
-19.5%
Worst week %
-18.7%
Worst month %
-27.3%
Deepest valley
-32.0%
Loss from outset
-12.6%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss00
8% loss00
7% loss10
6% loss20
5% loss12
4% loss11
3% loss11
2% loss01
1% loss32
Total days/weeks22646
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open