Risk analysis for wsfr2-real

Monthly return
+1.4%
Avg trade length
4.3 hours
Trades per day
1.7
History
1810 days
Risk/Reward Ratio
+0.30
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss89.1%
20% loss79.4%
30% loss70.7%
40% loss63.0%
50% loss56.2%
60% loss50.0%
70% loss44.6%
80% loss39.7%
90% loss35.4%
100% loss31.5%
Balance
Worst day %
-15.0%
Worst week %
-16.8%
Worst month %
-27.8%
Deepest valley
-55.6%
Loss from outset
-0.6%
Equity (approximate)
Worst day %
-24.0%
Worst week %
-22.3%
Worst month %
-25.1%
Deepest valley
-62.4%
Loss from outset
-0.6%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%34
10% loss31
9% loss11
8% loss42
7% loss53
6% loss43
5% loss115
4% loss108
3% loss143
2% loss4010
1% loss7615
Total days/weeks1264260
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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