Risk figures for correlationtrader

Monthly return
+61.8%
Avg trade length
13.3 hours
Trades per day
32.6
History
38 days
Risk/Reward Ratio
+6.19
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss27.6%
20% loss7.6%
30% loss2.1%
40% loss0.6%
50% loss0.2%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-10.1%
Worst week %
-15.7%
Worst month %
+2.8%
Deepest valley
-16.3%
Loss from outset
-.--
Equity (approximate)
Worst day %
-9.9%
Worst week %
-15.5%
Worst month %
-.--
Deepest valley
-15.9%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss10
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss20
2% loss00
1% loss00
Total days/weeks286
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open