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Risk analysis for sidneygfx

Monthly return
+23.9%
Avg trade length
12.3 hours
Trades per day
1.5
History
28 days
Risk/Reward Ratio
+1.72
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss79.7%
20% loss63.4%
30% loss50.5%
40% loss40.3%
50% loss32.1%
60% loss25.5%
70% loss20.3%
80% loss16.2%
90% loss12.9%
100% loss10.3%
Balance
Worst day %
-10.6%
Worst week %
-15.0%
Worst month %
+0.0%
Deepest valley
-22.2%
Loss from outset
-11.7%
Equity (approximate)
Worst day %
-10.6%
Worst week %
-15.0%
Worst month %
-.--
Deepest valley
-20.4%
Loss from outset
-9.8%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss20
4% loss20
3% loss10
2% loss00
1% loss00
Total days/weeks205
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open