Risk figures for jtalonllc

Statement
Stats
Risk
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Monthly return
-35.5%
Avg trade length
43.7 hours
Trades per day
2.2
History
532 days
Risk/Reward Ratio
-2.30
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 %
-78.3%
Worst week %
-82.4%
Worst month %
-93.9%
Deepest valley
-93.9%
Loss from outset
-87.6%
Equity (approximate)
Worst day %
-85.8%
Worst week %
-341.7%
Worst month %
-344.5%
Deepest valley
-87.8%
Loss from outset
-83.7%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss32
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss00
4% loss00
3% loss00
2% loss00
1% loss10
Total days/weeks10077
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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