Risk Analysis: hftarbitrage-2-legs2
Monthly return
+51.6%
Avg trade length
2.5 hours
Trades per day
51.6
History
259 days
Risk/Reward Ratio
+3.10
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
| Size of loss | Probability |
| 10% loss | 68.7% |
| 20% loss | 47.2% |
| 30% loss | 32.5% |
| 40% loss | 22.3% |
| 50% loss | 15.3% |
| 60% loss | 10.5% |
| 70% loss | 7.2% |
| 80% loss | 5.0% |
| 90% loss | 3.4% |
| 100% loss | 2.4% |
Balance
Worst day %
-0.9%
Worst week %
-.--
Worst month %
-.--
Deepest valley
-0.9%
Loss from outset
-.--
Equity (approximate)
Worst day %
-15.9%
Worst week %
-23.5%
Worst month %
-25.6%
Deepest valley
-56.6%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
| Size of loss | Days | Weeks |
| Worse than 10% | 0 | 0 |
| 10% loss | 0 | 0 |
| 9% loss | 0 | 0 |
| 8% loss | 0 | 0 |
| 7% loss | 0 | 0 |
| 6% loss | 0 | 0 |
| 5% loss | 0 | 0 |
| 4% loss | 0 | 0 |
| 3% loss | 0 | 0 |
| 2% loss | 0 | 0 |
| 1% loss | 1 | 0 |
| Total days/weeks | 185 | 38 |
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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