Monthly return
+10.2%
Avg trade length
21.5 hours
Trades per day
1.5
History
252 days
Risk/Reward Ratio
+1.68
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss61.9%
20% loss38.3%
30% loss23.7%
40% loss14.7%
50% loss9.1%
60% loss5.6%
70% loss3.5%
80% loss2.2%
90% loss1.3%
100% loss0.8%
Balance
Worst day %
-14.0%
Worst week %
-20.7%
Worst month %
-23.1%
Deepest valley
-24.1%
Loss from outset
-3.4%
Equity (approximate)
Worst day %
-25.3%
Worst week %
-44.6%
Worst month %
-30.3%
Deepest valley
-46.8%
Loss from outset
-17.3%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%11
10% loss10
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss10
2% loss32
1% loss00
Total days/weeks18036
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open
Please Log In
Not yet a user?