Risk figures for procon606

Monthly return
+7.4%
Avg trade length
11.8 hours
Trades per day
18.1
History
197 days
Risk/Reward Ratio
+3.81
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss3.6%
20% loss0.1%
30% loss0.0%
40% loss0.0%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-5.9%
Worst week %
-2.5%
Worst month %
-1.5%
Deepest valley
-6.7%
Loss from outset
-.--
Equity (approximate)
Worst day %
-32.7%
Worst week %
-100.0%
Worst month %
-100.0%
Deepest valley
-62.5%
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% loss10
5% loss00
4% loss00
3% loss12
2% loss10
1% loss111
Total days/weeks13729
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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