Risk analysis for fxmathxtrader

Monthly return
+9.4%
Avg trade length
2.1 days
Trades per day
0.4
History
404 days
Risk/Reward Ratio
+0.59
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss93.9%
20% loss88.2%
30% loss82.8%
40% loss77.8%
50% loss73.0%
60% loss68.6%
70% loss64.4%
80% loss60.5%
90% loss56.8%
100% loss53.3%
Balance
Worst day %
-17.6%
Worst week %
-29.2%
Worst month %
-39.5%
Deepest valley
-42.8%
Loss from outset
-.--
Equity (approximate)
Worst day %
-17.6%
Worst week %
-29.2%
Worst month %
-39.5%
Deepest valley
-42.8%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%33
10% loss10
9% loss00
8% loss00
7% loss11
6% loss20
5% loss21
4% loss00
3% loss11
2% loss10
1% loss94
Total days/weeks28558
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open