Risk analysis for awc-xm

Monthly return
-100.0%
Avg trade length
36.8 hours
Trades per day
4.6
History
220 days
Risk/Reward Ratio
-16.01
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 %
-101.5%
Worst week %
-101.5%
Worst month %
-101.5%
Deepest valley
-99.1%
Loss from outset
-.--
Equity (approximate)
Worst day %
-77.9%
Worst week %
-2152.0%
Worst month %
-1099.6%
Deepest valley
-95.9%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%76
10% loss10
9% loss10
8% loss01
7% loss10
6% loss21
5% loss11
4% loss32
3% loss70
2% loss62
1% loss133
Total days/weeks15732
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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