Risk analysis for auxiliumfx

Monthly return
+10.3%
Avg trade length
11.4 hours
Trades per day
4.8
History
303 days
Risk/Reward Ratio
+10.10
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss0.0%
20% loss0.0%
30% loss0.0%
40% loss0.0%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-2.0%
Worst week %
-0.5%
Worst month %
+1.6%
Deepest valley
-2.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-17.6%
Worst week %
-1.4%
Worst month %
-.--
Deepest valley
-17.6%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss10
2% loss10
1% loss32
Total days/weeks21644
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
 
Continue to site >