Risk figures for flow

Monthly return
+3.4%
Avg trade length
3.5 days
Trades per day
1.4
History
792 days
Risk/Reward Ratio
+1.27
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss45.5%
20% loss20.7%
30% loss9.4%
40% loss4.3%
50% loss1.9%
60% loss0.9%
70% loss0.4%
80% loss0.2%
90% loss0.1%
100% loss0.0%
Balance
Worst day %
-11.8%
Worst week %
-11.8%
Worst month %
-8.9%
Deepest valley
-14.9%
Loss from outset
-6.5%
Equity (approximate)
Worst day %
-12.1%
Worst week %
-13.1%
Worst month %
-11.5%
Deepest valley
-17.3%
Loss from outset
-1.5%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%32
10% loss00
9% loss01
8% loss00
7% loss00
6% loss00
5% loss00
4% loss10
3% loss24
2% loss43
1% loss144
Total days/weeks561114
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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