Risk figures for brainyforexkeltner

Brainyforex testing of Keltner Pro EA

Monthly return
-8.3%
Avg trade length
4.2 hours
Trades per day
1.8
History
178 days
Risk/Reward Ratio
-0.64
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 %
-60.5%
Worst week %
-64.3%
Worst month %
-65.5%
Deepest valley
-69.7%
Loss from outset
-40.7%
Equity (approximate)
Worst day %
-64.5%
Worst week %
-64.3%
Worst month %
-65.5%
Deepest valley
-70.3%
Loss from outset
-41.2%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%13
10% loss00
9% loss00
8% loss00
7% loss10
6% loss11
5% loss30
4% loss71
3% loss41
2% loss54
1% loss61
Total days/weeks12526
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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