Monthly return
+2.4%
Avg trade length
10.5 hours
Trades per day
0.1
History
2440 days
Risk/Reward Ratio
+0.17
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss97.9%
20% loss95.9%
30% loss93.9%
40% loss92.0%
50% loss90.1%
60% loss88.2%
70% loss86.4%
80% loss84.6%
90% loss82.9%
100% loss81.1%
Balance
Worst day %
-36.4%
Worst week %
-36.4%
Worst month %
-36.4%
Deepest valley
-36.4%
Loss from outset
-36.4%
Equity (approximate)
Worst day %
-36.4%
Worst week %
-36.4%
Worst month %
-36.4%
Deepest valley
-36.4%
Loss from outset
-36.4%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%22
10% loss22
9% loss00
8% loss00
7% loss01
6% loss00
5% loss21
4% loss11
3% loss40
2% loss54
1% loss144
Total days/weeks1682349
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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