Risk analysis for jna_bluesky
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Monthly return
+1.4%
Avg trade length
6.3 hours
Trades per day
1.4
History
2162 days
Risk/Reward Ratio
+1.18
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 | 21.3% |
| 20% loss | 4.5% |
| 30% loss | 1.0% |
| 40% loss | 0.2% |
| 50% loss | 0.0% |
| 60% loss | 0.0% |
| 70% loss | 0.0% |
| 80% loss | 0.0% |
| 90% loss | 0.0% |
| 100% loss | 0.0% |
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 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 | 1 | 3 |
| 3% loss | 6 | 11 |
| 2% loss | 117 | 41 |
| 1% loss | 223 | 61 |
| Total days/weeks | 1544 | 310 |
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open