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Risk analysis for sydap2003axilive

Monthly return
+6.1%
Avg trade length
4.4 days
Trades per day
5.7
History
202 days
Risk/Reward Ratio
+1.51
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss52.7%
20% loss27.8%
30% loss14.7%
40% loss7.7%
50% loss4.1%
60% loss2.2%
70% loss1.1%
80% loss0.6%
90% loss0.3%
100% loss0.2%
Balance
Worst day %
-11.3%
Worst week %
-13.2%
Worst month %
-17.8%
Deepest valley
-23.6%
Loss from outset
-.--
Equity (approximate)
Worst day %
-25.4%
Worst week %
-19.8%
Worst month %
-24.1%
Deepest valley
-38.4%
Loss from outset
-36.4%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%21
10% loss10
9% loss00
8% loss01
7% loss11
6% loss10
5% loss21
4% loss10
3% loss12
2% loss50
1% loss302
Total days/weeks14529
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open