Risk analysis for aeron_real

Monthly return
-2.6%
Avg trade length
37.6 hours
Trades per day
5.0
History
113 days
Risk/Reward Ratio
-0.27
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 %
-21.8%
Worst week %
-21.3%
Worst month %
-35.3%
Deepest valley
-49.2%
Loss from outset
-15.4%
Equity (approximate)
Worst day %
-21.0%
Worst week %
-20.7%
Worst month %
-34.9%
Deepest valley
-49.9%
Loss from outset
-19.7%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%63
10% loss11
9% loss10
8% loss10
7% loss31
6% loss11
5% loss00
4% loss01
3% loss40
2% loss50
1% loss20
Total days/weeks8117
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open