Risk analysis for bjf-cl3-2

Monthly return
+28.6%
Avg trade length
3.0 hours
Trades per day
25.1
History
184 days
Risk/Reward Ratio
+3.25
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss50.5%
20% loss25.5%
30% loss12.9%
40% loss6.5%
50% loss3.3%
60% loss1.7%
70% loss0.8%
80% loss0.4%
90% loss0.2%
100% loss0.1%
Balance
Worst day %
-9.4%
Worst week %
-9.4%
Worst month %
-9.4%
Deepest valley
-9.1%
Loss from outset
-.--
Equity (approximate)
Worst day %
-7.7%
Worst week %
-9.9%
Worst month %
-20.8%
Deepest valley
-16.5%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss11
9% loss00
8% loss00
7% loss10
6% loss10
5% loss10
4% loss20
3% loss10
2% loss40
1% loss70
Total days/weeks13227
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open