Risk figures for procon608

Monthly return
+7.3%
Avg trade length
24.0 hours
Trades per day
36.0
History
162 days
Risk/Reward Ratio
+2.44
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss25.5%
20% loss6.5%
30% loss1.7%
40% loss0.4%
50% loss0.1%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-13.3%
Worst week %
-7.0%
Worst month %
-2.5%
Deepest valley
-13.9%
Loss from outset
-.--
Equity (approximate)
Worst day %
-55.5%
Worst week %
-26.5%
Worst month %
-10.0%
Deepest valley
-55.6%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%10
10% loss00
9% loss00
8% loss01
7% loss01
6% loss10
5% loss00
4% loss11
3% loss10
2% loss40
1% loss101
Total days/weeks11524
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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