Sponsored by

Risk analysis for aeron-live-2

Monthly return
+10.3%
Avg trade length
18.6 hours
Trades per day
3.7
History
245 days
Risk/Reward Ratio
+2.00
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss51.5%
20% loss26.5%
30% loss13.6%
40% loss7.0%
50% loss3.6%
60% loss1.9%
70% loss1.0%
80% loss0.5%
90% loss0.3%
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% loss01
2% loss00
1% loss32
Total days/weeks17536
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open