Risk analysis for razor2021

Monthly return
+13.8%
Avg trade length
37.2 mins
Trades per day
4.2
History
258 days
Risk/Reward Ratio
+1.03
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss87.6%
20% loss76.7%
30% loss67.1%
40% loss58.8%
50% loss51.5%
60% loss45.1%
70% loss39.5%
80% loss34.6%
90% loss30.3%
100% loss26.5%
Balance
Worst day %
-6.7%
Worst week %
-3.5%
Worst month %
-5.6%
Deepest valley
-13.2%
Loss from outset
-.--
Equity (approximate)
Worst day %
-6.7%
Worst week %
-3.5%
Worst month %
-5.6%
Deepest valley
-13.2%
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% loss10
6% loss20
5% loss40
4% loss23
3% loss61
2% loss77
1% loss117
Total days/weeks18438
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open