Risk analysis for happy_breakout

Monthly return
+13.7%
Avg trade length
2.4 mins
Trades per day
4.8
History
212 days
Risk/Reward Ratio
+2.80
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss36.7%
20% loss13.4%
30% loss4.9%
40% loss1.8%
50% loss0.7%
60% loss0.2%
70% loss0.1%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-7.7%
Worst week %
-9.3%
Worst month %
-9.3%
Deepest valley
-18.4%
Loss from outset
-.--
Equity (approximate)
Worst day %
-9.9%
Worst week %
-9.3%
Worst month %
-9.3%
Deepest valley
-18.4%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss01
9% loss00
8% loss10
7% loss00
6% loss21
5% loss51
4% loss53
3% loss103
2% loss170
1% loss242
Total days/weeks14731
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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