Monthly return
+4.4%
Avg trade length
5.0 hours
Trades per day
1.5
History
235 days
Risk/Reward Ratio
+1.08
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss63.6%
20% loss40.5%
30% loss25.8%
40% loss16.4%
50% loss10.4%
60% loss6.6%
70% loss4.2%
80% loss2.7%
90% loss1.7%
100% loss1.1%
Balance
Worst day %
-8.6%
Worst week %
-17.8%
Worst month %
-1.3%
Deepest valley
-22.2%
Loss from outset
-2.9%
Equity (approximate)
Worst day %
-8.6%
Worst week %
-17.8%
Worst month %
-1.3%
Deepest valley
-22.6%
Loss from outset
-2.9%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%01
10% loss01
9% loss20
8% loss00
7% loss00
6% loss43
5% loss21
4% loss31
3% loss131
2% loss182
1% loss93
Total days/weeks16834
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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