Risk figures for sagealphax

Monthly return
+9.8%
Avg trade length
29.7 hours
Trades per day
0.1
History
2400 days
Risk/Reward Ratio
+1.04
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss82.9%
20% loss68.7%
30% loss56.9%
40% loss47.2%
50% loss39.1%
60% loss32.4%
70% loss26.9%
80% loss22.3%
90% loss18.4%
100% loss15.3%
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% loss51
1% loss64
Total days/weeks1707344
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open