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Risk analysis for mrbroker2

Monthly return
+1.7%
Avg trade length
44.4 hours
Trades per day
21.5
History
183 days
Risk/Reward Ratio
+0.44
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss82.7%
20% loss68.4%
30% loss56.6%
40% loss46.8%
50% loss38.7%
60% loss32.0%
70% loss26.5%
80% loss21.9%
90% loss18.1%
100% loss15.0%
Balance
Worst day %
-6.3%
Worst week %
-6.3%
Worst month %
-0.3%
Deepest valley
-6.3%
Loss from outset
-0.1%
Equity (approximate)
Worst day %
-28.7%
Worst week %
-26.5%
Worst month %
-25.0%
Deepest valley
-46.7%
Loss from outset
-46.7%
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% loss11
6% loss10
5% loss10
4% loss10
3% loss11
2% loss01
1% loss20
Total days/weeks13127
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open