Risk figures for procon608

Monthly return
+12.1%
Avg trade length
24.1 hours
Trades per day
41.0
History
113 days
Risk/Reward Ratio
+4.98
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss2.8%
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 %
-5.2%
Worst week %
-6.1%
Worst month %
+3.7%
Deepest valley
-7.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-26.4%
Worst week %
-18.7%
Worst month %
-10.0%
Deepest valley
-40.8%
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% loss01
6% loss10
5% loss00
4% loss00
3% loss10
2% loss20
1% loss60
Total days/weeks8017
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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