Risk analysis for realtime

X
Monthly return
+2.4%
Avg trade length
12.7 days
Trades per day
0.4
History
1375 days
Risk/Reward Ratio
+0.31
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss93.3%
20% loss87.1%
30% loss81.2%
40% loss75.8%
50% loss70.7%
60% loss66.0%
70% loss61.6%
80% loss57.5%
90% loss53.6%
100% loss50.0%
Balance
Worst day %
-24.1%
Worst week %
-24.1%
Worst month %
-24.1%
Deepest valley
-32.9%
Loss from outset
-.--
Equity (approximate)
Worst day %
-23.8%
Worst week %
-23.9%
Worst month %
-24.1%
Deepest valley
-33.3%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%22
10% loss00
9% loss00
8% loss11
7% loss00
6% loss00
5% loss11
4% loss00
3% loss00
2% loss11
1% loss11
Total days/weeks983197
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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