Tension Trader

This is a mini trend momentum trading system (www.tensiontrader.com for details)

Monthly return
-1.8%
Avg trade length
16.8 hours
Trades per day
3.5
History
502 days
Risk/Reward Ratio
-0.20
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss100.0%
20% loss100.0%
30% loss100.0%
40% loss100.0%
50% loss100.0%
60% loss100.0%
70% loss100.0%
80% loss100.0%
90% loss100.0%
100% loss100.0%
Balance
Worst day %
-24.3%
Worst week %
-35.1%
Worst month %
-49.7%
Deepest valley
-78.6%
Loss from outset
-40.5%
Equity (approximate)
Worst day %
-75.6%
Worst week %
-35.9%
Worst month %
-89.5%
Deepest valley
-95.5%
Loss from outset
-87.1%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%78
10% loss32
9% loss41
8% loss60
7% loss41
6% loss66
5% loss85
4% loss184
3% loss220
2% loss302
1% loss406
Total days/weeks34372
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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