Risk analysis for fx-bit

Monthly return
-64.6%
Avg trade length
5.6 days
Trades per day
1.3
History
46 days
Risk/Reward Ratio
-3.04
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 %
-72.4%
Worst week %
-76.9%
Worst month %
-79.0%
Deepest valley
-83.9%
Loss from outset
-83.5%
Equity (approximate)
Worst day %
-51.0%
Worst week %
-77.3%
Worst month %
-77.1%
Deepest valley
-79.6%
Loss from outset
-78.0%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%42
10% loss00
9% loss00
8% loss00
7% loss01
6% loss00
5% loss20
4% loss20
3% loss11
2% loss10
1% loss10
Total days/weeks327
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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