Risk analysis for ukglobalinvestors

Monthly return
+12.8%
Avg trade length
17.4 hours
Trades per day
35.9
History
882 days
Risk/Reward Ratio
+1.30
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss79.7%
20% loss63.5%
30% loss50.6%
40% loss40.3%
50% loss32.1%
60% loss25.6%
70% loss20.4%
80% loss16.2%
90% loss12.9%
100% loss10.3%
Balance
Worst day %
-1.9%
Worst week %
-3.1%
Worst month %
-1.7%
Deepest valley
-4.2%
Loss from outset
-.--
Equity (approximate)
Worst day %
-21.1%
Worst week %
-20.4%
Worst month %
-1.6%
Deepest valley
-27.6%
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% loss00
4% loss01
3% loss02
2% loss103
1% loss15213
Total days/weeks615127
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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