Risk analysis for sfecombo

Monthly return
-0.1%
Avg trade length
9.1 hours
Trades per day
9.6
History
134 days
Risk/Reward Ratio
-.--
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 %
-18.3%
Worst week %
-25.7%
Worst month %
-19.8%
Deepest valley
-38.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-18.9%
Worst week %
-25.6%
Worst month %
-19.4%
Deepest valley
-38.3%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%43
10% loss10
9% loss30
8% loss30
7% loss30
6% loss32
5% loss12
4% loss43
3% loss50
2% loss100
1% loss81
Total days/weeks9620
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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