Risk analysis for davidebaba

X
Monthly return
-5.2%
Avg trade length
41.8 hours
Trades per day
3.2
History
123 days
Risk/Reward Ratio
-2.09
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 %
-6.2%
Worst week %
-7.6%
Worst month %
-14.6%
Deepest valley
-24.8%
Loss from outset
-25.5%
Equity (approximate)
Worst day %
-6.3%
Worst week %
-8.5%
Worst month %
-15.4%
Deepest valley
-23.4%
Loss from outset
-23.1%
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% loss02
7% loss10
6% loss00
5% loss01
4% loss32
3% loss80
2% loss102
1% loss153
Total days/weeks8918
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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