Risk figures for brusel_trend

Monthly return
+1.9%
Avg trade length
13.7 hours
Trades per day
1.1
History
569 days
Risk/Reward Ratio
+0.88
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss50.8%
20% loss25.8%
30% loss13.1%
40% loss6.7%
50% loss3.4%
60% loss1.7%
70% loss0.9%
80% loss0.4%
90% loss0.2%
100% loss0.1%
Balance
Worst day %
-8.7%
Worst week %
-8.1%
Worst month %
-8.5%
Deepest valley
-15.8%
Loss from outset
-15.3%
Equity (approximate)
Worst day %
-16.4%
Worst week %
-7.5%
Worst month %
-8.5%
Deepest valley
-21.7%
Loss from outset
-16.8%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss00
9% loss11
8% loss01
7% loss10
6% loss20
5% loss32
4% loss51
3% loss74
2% loss2912
1% loss1612
Total days/weeks40282
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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