Risk Analysis: blackalgo
Monthly return
+5.6%
Avg trade length
25.2 hours
Trades per day
1.3
History
2428 days
Risk/Reward Ratio
+1.47
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
| Size of loss | Probability |
| 10% loss | 52.2% |
| 20% loss | 27.3% |
| 30% loss | 14.2% |
| 40% loss | 7.4% |
| 50% loss | 3.9% |
| 60% loss | 2.0% |
| 70% loss | 1.1% |
| 80% loss | 0.6% |
| 90% loss | 0.3% |
| 100% loss | 0.2% |
Balance
Worst day %
-8.5%
Worst week %
-13.6%
Worst month %
-10.5%
Deepest valley
-27.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-8.5%
Worst week %
-12.6%
Worst month %
-10.5%
Deepest valley
-27.0%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
| Size of loss | Days | Weeks |
| Worse than 10% | 0 | 3 |
| 10% loss | 0 | 2 |
| 9% loss | 1 | 2 |
| 8% loss | 1 | 0 |
| 7% loss | 1 | 4 |
| 6% loss | 7 | 5 |
| 5% loss | 14 | 7 |
| 4% loss | 20 | 16 |
| 3% loss | 45 | 20 |
| 2% loss | 88 | 22 |
| 1% loss | 292 | 38 |
| Total days/weeks | 1735 | 347 |
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
The terms and conditions of use set out below (referred to as "FX Blue's Terms"), form a contractual agreement governing FX Blue's relationship with you in relation to your use of this Website (“Agreement”) and you agree to be legally bound by FX Blue's Terms just as if you had signed this Agreement. By using this Website and any Information, you are agreeing to comply with and be bound by FX Blue's Terms, including any revisions that may be made to FX Blue's Terms from time to time. FX Blue reserves the right, in FX Blue's sole discretion, to change, modify, add or remove portions of FX Blue's Terms at any time by posting the revisions on the Website. You should check FX Blue's Terms periodically for changes as by using the Website after FX Blue posts any changes to FX Blue's Terms, you are agreeing to accept those changes, whether or not you have reviewed them, and you waive any right you may have to receive individualised notice of such changes. FX Blue's Terms may be supplemented by additional terms and conditions pertaining to specific content and activities. You agree and understand that such additional terms and conditions are hereby incorporated by reference to FX Blue's Terms. Your continued use of the Website means that you accept any new or modified FX Blue Terms.