Risk analysis for happy_gold_real

Monthly return
+14.3%
Avg trade length
4.2 mins
Trades per day
0.9
History
477 days
Risk/Reward Ratio
+3.61
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss20.3%
20% loss4.1%
30% loss0.8%
40% loss0.2%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-10.0%
Worst week %
-10.0%
Worst month %
-2.5%
Deepest valley
-17.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-10.0%
Worst week %
-10.0%
Worst month %
-2.5%
Deepest valley
-17.0%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss40
8% loss20
7% loss13
6% loss00
5% loss62
4% loss11
3% loss11
2% loss40
1% loss243
Total days/weeks33769
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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