Risk analysis for forexrobotron

Monthly return
+12.9%
Avg trade length
4.0 hours
Trades per day
5.1
History
516 days
Risk/Reward Ratio
+2.00
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss58.4%
20% loss34.1%
30% loss19.9%
40% loss11.6%
50% loss6.8%
60% loss4.0%
70% loss2.3%
80% loss1.3%
90% loss0.8%
100% loss0.5%
Balance
Worst day %
-27.7%
Worst week %
-34.2%
Worst month %
-33.2%
Deepest valley
-49.9%
Loss from outset
0.0%
Equity (approximate)
Worst day %
-46.9%
Worst week %
-34.2%
Worst month %
-33.2%
Deepest valley
-48.6%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%85
10% loss10
9% loss20
8% loss41
7% loss11
6% loss00
5% loss73
4% loss123
3% loss124
2% loss245
1% loss516
Total days/weeks36974
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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