Risk analysis for pipsplus

Monthly return
+3.2%
Avg trade length
22.8 days
Trades per day
2.4
History
772 days
Risk/Reward Ratio
+1.52
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss30.0%
20% loss9.0%
30% loss2.7%
40% loss0.8%
50% loss0.2%
60% loss0.1%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-13.2%
Worst week %
-13.0%
Worst month %
-18.3%
Deepest valley
-32.3%
Loss from outset
-.--
Equity (approximate)
Worst day %
-23.4%
Worst week %
-28.1%
Worst month %
-56.7%
Deepest valley
-78.8%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss11
9% loss00
8% loss01
7% loss21
6% loss00
5% loss10
4% loss01
3% loss31
2% loss64
1% loss4511
Total days/weeks549111
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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