Risk analysis for swinznetwork

X
Monthly return
+25.1%
Avg trade length
27.9 hours
Trades per day
14.2
History
268 days
Risk/Reward Ratio
+5.22
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss13.7%
20% loss1.9%
30% loss0.3%
40% loss0.0%
50% loss0.0%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-16.1%
Worst week %
-16.1%
Worst month %
+5.4%
Deepest valley
-16.1%
Loss from outset
-.--
Equity (approximate)
Worst day %
-22.1%
Worst week %
-15.6%
Worst month %
-.--
Deepest valley
-22.1%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%22
10% loss00
9% loss10
8% loss00
7% loss00
6% loss00
5% loss11
4% loss20
3% loss10
2% loss31
1% loss150
Total days/weeks19139
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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