Risk analysis for todhedged1

Monthly return
+16.0%
Avg trade length
33.5 days
Trades per day
2.6
History
198 days
Risk/Reward Ratio
+1.00
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss89.5%
20% loss80.2%
30% loss71.8%
40% loss64.3%
50% loss57.5%
60% loss51.5%
70% loss46.1%
80% loss41.3%
90% loss37.0%
100% loss33.1%
Balance
Worst day %
-24.8%
Worst week %
-25.0%
Worst month %
-24.1%
Deepest valley
-34.9%
Loss from outset
-.--
Equity (approximate)
Worst day %
-16.3%
Worst week %
-18.5%
Worst month %
-13.9%
Deepest valley
-30.9%
Loss from outset
-12.8%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%32
10% loss10
9% loss00
8% loss01
7% loss00
6% loss10
5% loss00
4% loss20
3% loss20
2% loss50
1% loss00
Total days/weeks14229
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open