Monthly return
+5.2%
Avg trade length
24.2 hours
Trades per day
1.2
History
2727 days
Risk/Reward Ratio
+1.35
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss55.2%
20% loss30.5%
30% loss16.9%
40% loss9.3%
50% loss5.1%
60% loss2.8%
70% loss1.6%
80% loss0.9%
90% loss0.5%
100% loss0.3%
Balance
Worst day %
-8.5%
Worst week %
-13.6%
Worst month %
-10.5%
Deepest valley
-27.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-8.5%
Worst week %
-12.6%
Worst month %
-10.5%
Deepest valley
-27.0%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%03
10% loss02
9% loss12
8% loss21
7% loss16
6% loss75
5% loss149
4% loss2317
3% loss5223
2% loss10725
1% loss31545
Total days/weeks1948390
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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