Monthly return
+4.9%
Avg trade length
23.9 hours
Trades per day
1.3
History
2797 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% loss56.2%
20% loss31.6%
30% loss17.8%
40% loss10.0%
50% loss5.6%
60% loss3.2%
70% loss1.8%
80% loss1.0%
90% loss0.6%
100% loss0.3%
Balance
Worst day %
-8.5%
Worst week %
-13.6%
Worst month %
-11.8%
Deepest valley
-27.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-8.5%
Worst week %
-12.6%
Worst month %
-11.8%
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% loss17
6% loss87
5% loss1610
4% loss2418
3% loss5424
2% loss11225
1% loss32446
Total days/weeks1998400
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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