Risk figures for tradomat

Statement
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Risk
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Monthly return
+3.4%
Avg trade length
10.8 hours
Trades per day
58.3
History
227 days
Risk/Reward Ratio
+0.63
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% loss82.2%
20% loss67.6%
30% loss55.5%
40% loss45.6%
50% loss37.5%
60% loss30.8%
70% loss25.3%
80% loss20.8%
90% loss17.1%
100% loss14.1%
Balance
Worst day %
-30.4%
Worst week %
-28.2%
Worst month %
-23.8%
Deepest valley
-38.2%
Loss from outset
-1.3%
Equity (approximate)
Worst day %
-19.0%
Worst week %
-28.2%
Worst month %
-30.7%
Deepest valley
-39.8%
Loss from outset
-7.4%
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10% loss22
10% loss00
9% loss00
8% loss00
7% loss00
6% loss00
5% loss21
4% loss00
3% loss42
2% loss10
1% loss80
Total days/weeks16333
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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