Risk figures for frr_pipbrains

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Risk
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Monthly return
-5.1%
Avg trade length
20.2 hours
Trades per day
4.7
History
104 days
Risk/Reward Ratio
-0.88
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% loss100.0%
20% loss100.0%
30% loss100.0%
40% loss100.0%
50% loss100.0%
60% loss100.0%
70% loss100.0%
80% loss100.0%
90% loss100.0%
100% loss100.0%
Balance
Worst day %
-20.3%
Worst week %
-30.7%
Worst month %
-16.3%
Deepest valley
-33.8%
Loss from outset
-24.8%
Equity (approximate)
Worst day %
-13.3%
Worst week %
-30.6%
Worst month %
-15.9%
Deepest valley
-33.5%
Loss from outset
-24.2%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss42
10% loss00
9% loss00
8% loss20
7% loss11
6% loss11
5% loss00
4% loss00
3% loss20
2% loss40
1% loss81
Total days/weeks7416
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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