Risk figures for publik_2x_master

Monthly return
+1.7%
Avg trade length
2.0 days
Trades per day
2.9
History
933 days
Risk/Reward Ratio
+0.41
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss84.9%
20% loss72.0%
30% loss61.1%
40% loss51.9%
50% loss44.0%
60% loss37.4%
70% loss31.7%
80% loss26.9%
90% loss22.8%
100% loss19.4%
Balance
Worst day %
-27.6%
Worst week %
-27.6%
Worst month %
-25.0%
Deepest valley
-36.9%
Loss from outset
-7.7%
Equity (approximate)
Worst day %
-20.4%
Worst week %
-32.2%
Worst month %
-25.0%
Deepest valley
-35.7%
Loss from outset
-16.5%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%54
10% loss00
9% loss00
8% loss20
7% loss12
6% loss34
5% loss22
4% loss32
3% loss61
2% loss85
1% loss476
Total days/weeks666134
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open