Risk figures for my-strategy-martin

Monthly return
+4.4%
Avg trade length
5.0 days
Trades per day
0.2
History
87 days
Risk/Reward Ratio
+1.58
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss39.4%
20% loss15.5%
30% loss6.1%
40% loss2.4%
50% loss0.9%
60% loss0.4%
70% loss0.1%
80% loss0.1%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-3.0%
Worst week %
-3.0%
Worst month %
+0.3%
Deepest valley
-3.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-2.2%
Worst week %
-3.2%
Worst month %
-2.3%
Deepest valley
-4.3%
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% loss00
3% loss11
2% loss00
1% loss00
Total days/weeks5914
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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