Risk analysis for econpowertrader

Monthly return
+15.7%
Avg trade length
58.8 mins
Trades per day
0.3
History
560 days
Risk/Reward Ratio
+1.04
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss88.6%
20% loss78.6%
30% loss69.6%
40% loss61.7%
50% loss54.7%
60% loss48.5%
70% loss43.0%
80% loss38.1%
90% loss33.8%
100% loss29.9%
Balance
Worst day %
-16.4%
Worst week %
-17.4%
Worst month %
-9.0%
Deepest valley
-24.3%
Loss from outset
-.--
Equity (approximate)
Worst day %
-16.7%
Worst week %
-17.4%
Worst month %
-9.0%
Deepest valley
-24.3%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%62
10% loss00
9% loss11
8% loss00
7% loss11
6% loss63
5% loss01
4% loss73
3% loss20
2% loss45
1% loss113
Total days/weeks39981
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open