Risk analysis for rsitrend3

Monthly return
-2.7%
Avg trade length
3.0 days
Trades per day
0.7
History
325 days
Risk/Reward Ratio
-0.86
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss100.0%
20% loss100.0%
30% loss100.0%
40% loss100.0%
50% loss100.0%
60% loss100.0%
70% loss100.0%
80% loss100.0%
90% loss100.0%
100% loss100.0%
Balance
Worst day %
-10.6%
Worst week %
-10.6%
Worst month %
-13.8%
Deepest valley
-30.7%
Loss from outset
-26.4%
Equity (approximate)
Worst day %
-10.2%
Worst week %
-10.6%
Worst month %
-14.0%
Deepest valley
-31.4%
Loss from outset
-26.3%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss22
9% loss11
8% loss10
7% loss00
6% loss00
5% loss00
4% loss00
3% loss02
2% loss13
1% loss4318
Total days/weeks22747
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open