Risk figures for brainyforexkeltner2

Brainyforex 2nd test of KeltnerPro EA

Monthly return
+25.8%
Avg trade length
8.4 hours
Trades per day
2.0
History
118 days
Risk/Reward Ratio
+3.18
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss48.7%
20% loss23.7%
30% loss11.6%
40% loss5.6%
50% loss2.7%
60% loss1.3%
70% loss0.7%
80% loss0.3%
90% loss0.2%
100% loss0.1%
Balance
Worst day %
-5.0%
Worst week %
-6.0%
Worst month %
-10.3%
Deepest valley
-11.8%
Loss from outset
-6.6%
Equity (approximate)
Worst day %
-5.6%
Worst week %
-6.0%
Worst month %
-10.3%
Deepest valley
-11.8%
Loss from outset
-3.8%
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% loss00
7% loss00
6% loss01
5% loss40
4% loss20
3% loss21
2% loss62
1% loss62
Total days/weeks8418
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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