Risk analysis for arteonrobot_real_2

Monthly return
-100.0%
Avg trade length
14.4 hours
Trades per day
3.0
History
368 days
Risk/Reward Ratio
-15.84
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 %
-197.1%
Worst week %
-133.0%
Worst month %
-134.2%
Deepest valley
-657.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-99.3%
Worst week %
-406.4%
Worst month %
-683.9%
Deepest valley
-99.4%
Loss from outset
-99.2%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%21
10% loss00
9% loss00
8% loss00
7% loss00
6% loss10
5% loss20
4% loss10
3% loss00
2% loss10
1% loss40
Total days/weeks4353
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
 
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