Risk figures for sagealphax

Monthly return
+9.7%
Avg trade length
29.0 hours
Trades per day
0.1
History
2457 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% loss82.7%
20% loss68.5%
30% loss56.7%
40% loss46.9%
50% loss38.8%
60% loss32.1%
70% loss26.6%
80% loss22.0%
90% loss18.2%
100% loss15.0%
Balance
Worst day %
-7.3%
Worst week %
-7.3%
Worst month %
-2.6%
Deepest valley
-8.8%
Loss from outset
-.--
Equity (approximate)
Worst day %
-11.3%
Worst week %
-7.3%
Worst month %
-2.6%
Deepest valley
-23.6%
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% loss11
7% loss00
6% loss10
5% loss12
4% loss73
3% loss55
2% loss62
1% loss75
Total days/weeks1748352
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open