Risk figures for tfrgrid

Statement
Stats
Risk
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Monthly return
+0.3%
Avg trade length
2.0 days
Trades per day
13.6
History
80 days
Risk/Reward Ratio
+0.04
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% loss98.5%
20% loss97.1%
30% loss95.6%
40% loss94.2%
50% loss92.8%
60% loss91.4%
70% loss90.1%
80% loss88.7%
90% loss87.4%
100% loss86.1%
Balance
Worst day %
-16.7%
Worst week %
-18.2%
Worst month %
-11.3%
Deepest valley
-22.1%
Loss from outset
-6.3%
Equity (approximate)
Worst day %
-10.8%
Worst week %
-11.2%
Worst month %
-11.1%
Deepest valley
-23.5%
Loss from outset
-11.1%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss12
10% loss00
9% loss10
8% loss10
7% loss00
6% loss20
5% loss10
4% loss11
3% loss01
2% loss31
1% loss10
Total days/weeks5812
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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