Risk figures for frr_overdrive

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Risk
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Monthly return
+44.7%
Avg trade length
9.8 hours
Trades per day
2.1
History
179 days
Risk/Reward Ratio
+2.28
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% loss79.6%
20% loss63.3%
30% loss50.3%
40% loss40.1%
50% loss31.9%
60% loss25.3%
70% loss20.2%
80% loss16.0%
90% loss12.8%
100% loss10.2%
Balance
Worst day %
-64.4%
Worst week %
-57.5%
Worst month %
-39.6%
Deepest valley
-78.2%
Loss from outset
-54.4%
Equity (approximate)
Worst day %
-47.3%
Worst week %
-36.1%
Worst month %
-33.9%
Deepest valley
-76.4%
Loss from outset
-54.4%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss53
10% loss00
9% loss01
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss00
Total days/weeks12726
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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