Risk analysis for forexsigma

Monthly return
-64.4%
Avg trade length
4.5 days
Trades per day
1.5
History
94 days
Risk/Reward Ratio
-4.60
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 %
-92.8%
Worst week %
-96.2%
Worst month %
-96.5%
Deepest valley
-96.6%
Loss from outset
-96.1%
Equity (approximate)
Worst day %
-58.4%
Worst week %
-86.9%
Worst month %
-95.1%
Deepest valley
-96.6%
Loss from outset
-96.1%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%21
10% loss01
9% loss00
8% loss00
7% loss00
6% loss10
5% loss11
4% loss10
3% loss20
2% loss20
1% loss72
Total days/weeks6614
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open