Risk analysis for fx_earth_eurusd

X
Monthly return
-0.5%
Avg trade length
7.9 hours
Trades per day
3.5
History
1112 days
Risk/Reward Ratio
-0.09
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 %
-25.0%
Worst week %
-23.6%
Worst month %
-30.0%
Deepest valley
-58.0%
Loss from outset
-30.0%
Equity (approximate)
Worst day %
-58.1%
Worst week %
-25.4%
Worst month %
-30.1%
Deepest valley
-58.1%
Loss from outset
-33.1%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%129
10% loss30
9% loss21
8% loss10
7% loss26
6% loss73
5% loss53
4% loss77
3% loss116
2% loss225
1% loss486
Total days/weeks790160
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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