Risk figures for goldengate

Monthly return
+11.5%
Avg trade length
20.2 hours
Trades per day
2.0
History
340 days
Risk/Reward Ratio
+2.12
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss50.9%
20% loss25.9%
30% loss13.2%
40% loss6.7%
50% loss3.4%
60% loss1.7%
70% loss0.9%
80% loss0.5%
90% loss0.2%
100% loss0.1%
Balance
Worst day %
-12.6%
Worst week %
-6.1%
Worst month %
-7.2%
Deepest valley
-14.2%
Loss from outset
-.--
Equity (approximate)
Worst day %
-12.6%
Worst week %
-6.1%
Worst month %
-7.3%
Deepest valley
-14.7%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%20
10% loss00
9% loss00
8% loss10
7% loss21
6% loss21
5% loss23
4% loss30
3% loss73
2% loss83
1% loss222
Total days/weeks24449
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open