Monthly return
+4.6%
Avg trade length
23.5 hours
Trades per day
1.3
History
2895 days
Risk/Reward Ratio
+1.19
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss59.2%
20% loss35.0%
30% loss20.7%
40% loss12.3%
50% loss7.3%
60% loss4.3%
70% loss2.5%
80% loss1.5%
90% loss0.9%
100% loss0.5%
Balance
Worst day %
-8.5%
Worst week %
-13.6%
Worst month %
-13.0%
Deepest valley
-38.0%
Loss from outset
-.--
Equity (approximate)
Worst day %
-8.5%
Worst week %
-12.6%
Worst month %
-13.0%
Deepest valley
-38.0%
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% loss13
8% loss22
7% loss16
6% loss97
5% loss1613
4% loss2520
3% loss5924
2% loss11826
1% loss34046
Total days/weeks2068414
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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