Risk analysis for jna_bluesky

Monthly return
+1.6%
Avg trade length
6.5 hours
Trades per day
1.5
History
1856 days
Risk/Reward Ratio
+1.33
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss18.0%
20% loss3.2%
30% loss0.6%
40% loss0.1%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-3.6%
Worst week %
-3.6%
Worst month %
-5.2%
Deepest valley
-13.6%
Loss from outset
-.--
Equity (approximate)
Worst day %
-3.6%
Worst week %
-3.7%
Worst month %
-5.3%
Deepest valley
-14.3%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss13
3% loss611
2% loss11438
1% loss21558
Total days/weeks1326266
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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