Risk analysis for razor2021

Monthly return
+52.1%
Avg trade length
13.8 mins
Trades per day
2.8
History
90 days
Risk/Reward Ratio
+5.33
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss33.4%
20% loss11.1%
30% loss3.7%
40% loss1.2%
50% loss0.4%
60% loss0.1%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-13.0%
Worst week %
-11.1%
Worst month %
+1.6%
Deepest valley
-15.0%
Loss from outset
-13.0%
Equity (approximate)
Worst day %
-13.0%
Worst week %
-11.1%
Worst month %
-.--
Deepest valley
-13.0%
Loss from outset
-13.0%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss10
8% loss01
7% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss00
Total days/weeks6414
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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