Risk figures for bondfx_fund

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Risk
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Monthly return
+12.9%
Avg trade length
9.1 hours
Trades per day
1.2
History
781 days
Risk/Reward Ratio
+1.14
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability of loss
10% loss84.0%
20% loss70.6%
30% loss59.3%
40% loss49.8%
50% loss41.9%
60% loss35.2%
70% loss29.6%
80% loss24.8%
90% loss20.9%
100% loss17.5%
Balance
Worst day %
-22.1%
Worst week %
-27.5%
Worst month %
-30.8%
Deepest valley
-54.0%
Loss from outset
-8.1%
Equity (approximate)
Worst day %
-90.4%
Worst week %
-89.2%
Worst month %
-78.4%
Deepest valley
-97.1%
Loss from outset
-92.7%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss85
10% loss00
9% loss00
8% loss10
7% loss40
6% loss31
5% loss20
4% loss30
3% loss30
2% loss20
1% loss70
Total days/weeks168112
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Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open