Risk analysis for bjflock

Monthly return
+15.3%
Avg trade length
12.6 mins
Trades per day
166.5
History
452 days
Risk/Reward Ratio
+10.63
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 %
-7.1%
Worst week %
-4.1%
Worst month %
+0.3%
Deepest valley
-7.3%
Loss from outset
-3.8%
Equity (approximate)
Worst day %
-5.2%
Worst week %
-2.7%
Worst month %
-.--
Deepest valley
-6.2%
Loss from outset
-1.9%
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% loss10
7% loss00
6% loss00
5% loss01
4% loss00
3% loss11
2% loss21
1% loss373
Total days/weeks32066
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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