Risk analysis for fx-toy-scalper

Monthly return
+75.4%
Avg trade length
22.8 hours
Trades per day
12.6
History
87 days
Risk/Reward Ratio
+5.72
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss38.9%
20% loss15.1%
30% loss5.9%
40% loss2.3%
50% loss0.9%
60% loss0.3%
70% loss0.1%
80% loss0.1%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-0.8%
Worst week %
-.--
Worst month %
+20.0%
Deepest valley
-0.8%
Loss from outset
-.--
Equity (approximate)
Worst day %
-0.6%
Worst week %
-.--
Worst month %
-.--
Deepest valley
-0.6%
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% loss00
1% loss30
Total days/weeks5513
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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