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Risk analysis for forexgump-taku-high

Monthly return
-2.5%
Avg trade length
39.6 hours
Trades per day
34.9
History
365 days
Risk/Reward Ratio
-0.43
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 %
-45.4%
Worst week %
-68.8%
Worst month %
-61.9%
Deepest valley
-71.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-56.1%
Worst week %
-46.6%
Worst month %
-49.9%
Deepest valley
-92.6%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%32
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss20
3% loss11
2% loss10
1% loss12
Total days/weeks26153
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open