Risk analysis for cortanaworld

X
Monthly return
+14.7%
Avg trade length
5.8 hours
Trades per day
1.4
History
280 days
Risk/Reward Ratio
+5.22
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss3.8%
20% loss0.1%
30% loss0.0%
40% loss0.0%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-5.4%
Worst week %
-6.6%
Worst month %
+0.4%
Deepest valley
-18.8%
Loss from outset
-5.5%
Equity (approximate)
Worst day %
-5.4%
Worst week %
-6.6%
Worst month %
-.--
Deepest valley
-18.8%
Loss from outset
-5.5%
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% loss01
6% loss11
5% loss30
4% loss10
3% loss50
2% loss260
1% loss650
Total days/weeks20041
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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