Risk analysis for aeron-live-2

Monthly return
-13.5%
Avg trade length
17.6 hours
Trades per day
3.9
History
415 days
Risk/Reward Ratio
-1.56
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 %
-92.2%
Worst week %
-90.5%
Worst month %
-91.3%
Deepest valley
-92.2%
Loss from outset
-.--
Equity (approximate)
Worst day %
-90.8%
Worst week %
-91.9%
Worst month %
-100.0%
Deepest valley
-92.5%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%22
10% loss00
9% loss00
8% loss11
7% loss00
6% loss10
5% loss31
4% loss32
3% loss21
2% loss22
1% loss43
Total days/weeks29660
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open