Risk analysis for stabilis

Monthly return
+1.3%
Avg trade length
2.5 days
Trades per day
1.6
History
2894 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% loss25.3%
20% loss6.4%
30% loss1.6%
40% loss0.4%
50% loss0.1%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-22.5%
Worst week %
-22.5%
Worst month %
-19.3%
Deepest valley
-22.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-17.8%
Worst week %
-22.5%
Worst month %
-21.2%
Deepest valley
-23.8%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss00
9% loss11
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss11
2% loss11
1% loss94
Total days/weeks2067414
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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