Risk analysis for realtime

Monthly return
+2.3%
Avg trade length
2.5 days
Trades per day
2.0
History
850 days
Risk/Reward Ratio
+0.36
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss91.3%
20% loss83.3%
30% loss76.1%
40% loss69.5%
50% loss63.4%
60% loss57.9%
70% loss52.9%
80% loss48.3%
90% loss44.1%
100% loss40.2%
Balance
Worst day %
-24.1%
Worst week %
-24.1%
Worst month %
-24.1%
Deepest valley
-26.6%
Loss from outset
-.--
Equity (approximate)
Worst day %
-23.8%
Worst week %
-23.9%
Worst month %
-24.1%
Deepest valley
-26.9%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss10
9% loss00
8% loss12
7% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss00
Total days/weeks608122
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open