Risk figures for tpc-15

Monthly return
+2935.1%
Avg trade length
16.0 hours
Trades per day
2.0
History
73 days
Risk/Reward Ratio
+0.03
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 %
-4.4%
Worst week %
-.--
Worst month %
-.--
Deepest valley
-6.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-97.7%
Worst week %
-233.3%
Worst month %
-.--
Deepest valley
-97.7%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%00
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss10
4% loss00
3% loss10
2% loss00
1% loss00
Total days/weeks5311
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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