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Risk analysis for metaquant2

Monthly return
+24.4%
Avg trade length
26.0 hours
Trades per day
21.0
History
113 days
Risk/Reward Ratio
+2.35
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss66.1%
20% loss43.6%
30% loss28.8%
40% loss19.0%
50% loss12.6%
60% loss8.3%
70% loss5.5%
80% loss3.6%
90% loss2.4%
100% loss1.6%
Balance
Worst day %
-22.7%
Worst week %
-8.2%
Worst month %
-4.7%
Deepest valley
-24.2%
Loss from outset
-13.0%
Equity (approximate)
Worst day %
-34.4%
Worst week %
-9.6%
Worst month %
-5.4%
Deepest valley
-36.3%
Loss from outset
-9.9%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%20
10% loss00
9% loss01
8% loss00
7% loss10
6% loss00
5% loss00
4% loss10
3% loss30
2% loss61
1% loss182
Total days/weeks8117
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open