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Risk analysis for forex_gump_ea

Monthly return
+12.1%
Avg trade length
4.2 days
Trades per day
21.6
History
800 days
Risk/Reward Ratio
+1.67
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss67.4%
20% loss45.5%
30% loss30.7%
40% loss20.7%
50% loss14.0%
60% loss9.4%
70% loss6.3%
80% loss4.3%
90% loss2.9%
100% loss1.9%
Balance
Worst day %
-.--
Worst week %
-.--
Worst month %
-.--
Deepest valley
-.--
Loss from outset
-.--
Equity (approximate)
Worst day %
-62.7%
Worst week %
-56.5%
Worst month %
-26.2%
Deepest valley
-78.5%
Loss from outset
0.0%
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% loss00
1% loss00
Total days/weeks572115
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open