Risk analysis for swinznetwork20000

X
Monthly return
+9.4%
Avg trade length
2.0 days
Trades per day
12.6
History
351 days
Risk/Reward Ratio
+3.30
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss13.8%
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 %
-15.4%
Worst week %
-10.3%
Worst month %
-10.1%
Deepest valley
-15.4%
Loss from outset
-.--
Equity (approximate)
Worst day %
-33.5%
Worst week %
-18.8%
Worst month %
-5.6%
Deepest valley
-52.2%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%21
10% loss00
9% loss00
8% loss10
7% loss01
6% loss01
5% loss30
4% loss01
3% loss21
2% loss30
1% loss232
Total days/weeks25151
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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