Risk analysis for dmcon1hr

Monthly return
-1.7%
Avg trade length
31.5 hours
Trades per day
0.8
History
30 days
Risk/Reward Ratio
-1.13
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 %
-1.9%
Worst week %
-2.0%
Worst month %
-2.0%
Deepest valley
-2.0%
Loss from outset
-1.8%
Equity (approximate)
Worst day %
-1.4%
Worst week %
-2.4%
Worst month %
-2.4%
Deepest valley
-2.4%
Loss from outset
-2.2%
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% loss00
5% loss00
4% loss00
3% loss00
2% loss22
1% loss20
Total days/weeks195
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open