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Risk analysis for nilsw_kridex_broker

Monthly return
+59.4%
Avg trade length
6.9 hours
Trades per day
3.4
History
50 days
Risk/Reward Ratio
+2.22
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss84.2%
20% loss70.8%
30% loss59.6%
40% loss50.2%
50% loss42.2%
60% loss35.5%
70% loss29.9%
80% loss25.2%
90% loss21.2%
100% loss17.8%
Balance
Worst day %
-25.6%
Worst week %
-15.3%
Worst month %
+15.3%
Deepest valley
-26.9%
Loss from outset
-26.6%
Equity (approximate)
Worst day %
-12.7%
Worst week %
-15.3%
Worst month %
-.--
Deepest valley
-19.8%
Loss from outset
-13.8%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss10
9% loss00
8% loss00
7% loss00
6% loss11
5% loss20
4% loss10
3% loss10
2% loss20
1% loss00
Total days/weeks368
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open