Risk analysis for fotm

Monthly return
+2650.3%
Avg trade length
20.2 hours
Trades per day
6.6
History
56 days
Risk/Reward Ratio
+1.70
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss98.7%
20% loss97.4%
30% loss96.1%
40% loss94.8%
50% loss93.6%
60% loss92.4%
70% loss91.2%
80% loss90.0%
90% loss88.8%
100% loss87.6%
Balance
Worst day %
-1.5%
Worst week %
-.--
Worst month %
-.--
Deepest valley
-1.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-6.4%
Worst week %
-2.3%
Worst month %
-1.8%
Deepest valley
-6.5%
Loss from outset
-.--
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% loss10
1% loss00
Total days/weeks409
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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