Risk analysis for rocka-fella

Monthly return
+1.5%
Avg trade length
30.7 days
Trades per day
0.1
History
137 days
Risk/Reward Ratio
+0.38
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss85.0%
20% loss72.2%
30% loss61.4%
40% loss52.1%
50% loss44.3%
60% loss37.6%
70% loss32.0%
80% loss27.2%
90% loss23.1%
100% loss19.6%
Balance
Worst day %
-.--
Worst week %
-.--
Worst month %
-.--
Deepest valley
-.--
Loss from outset
-.--
Equity (approximate)
Worst day %
-.--
Worst week %
-.--
Worst month %
-.--
Deepest valley
-.--
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% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss00
Total days/weeks9721
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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