FxStat defines 'Risk' as the maximum a portfolio or a holding may lose in one day with a confidence of 95%. So for example, if the risk of a portfolio is set at 3%, then we can say with 95% confidence that the portfolio will not lose more than 3% of its capital on any given day.
Experience: The more days a trader trades in a year the higher the experience score achieved. The maximum score achievable is 10, for having traded on all 264 tradable days of the year. For each tradable day that a trader does not trade, will loose a 0.038 score.
Scalability: An assessment of whether a trader is still profitable if he earned 0, 4, 8, 12, 24, 35 pips less on each trade. If the trader is still profitable with the reductions applied then a higher score is applied to scalability value.
29.7
out of 100
Experience
0.9
Risk
2
Discipline
5.7
Return
6.2
Scalability
0
VaR 95%
89.9%
31.67% min VaR
93.24% max VaR
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Performance
History (182)
SymbolsRiskDrawdown
Chart:GrowthBalance
Profit vs Pips
Description:
This is my account after a month letting adry-fx trade it. Beware of this scammer!
Year-to-Date:
-6.68%
Total Pips:-2365.00Deposit:$11,000.00Withdrawals:$5,265.11Interest:$0.00Drawdown:76.14%Daily:-0.13%Monthly:-2.81%Balance:$5,000.00Equity:(100%) $5,000.00Current Drawdown:(0%)Updated:14 years agoProfit: -$734.89
The total numbers of completed trades during a specific period. A report should have a minimum number of trades, (30 to 50) in order to evaluate the significance of the performance result. Total number of trades = number of winning trades + number of losing trades.
Average monthly return (%) minus the Risk-Free Return (1%) divided by the standard deviation of monthly return. The higher the number, the greater the return in relation to the risk. You can simply recalculate the Sharpe Ratio by multiplying our Sharpe Ratio result to your country's Risk-Free Return.
A measure of the interdependence of two random variables that ranges in value from -1 to +1, indicating perfect negative correlation at -1, absence of correlation at zero, and perfect positive correlation at +1.
A measure of the interdependence of two random variables that ranges in value from -1 to +1, indicating perfect negative correlation at -1, absence of correlation at zero, and perfect positive correlation at +1.
It is the absolute value of the ratio of the annual compounded return divided by the largest drawdown incurred to date. It is also quite commonly referred to the MAR ratio. Calmar or MAR ratio's of 1 are very rare in real world trading for an extended period of time. From this we can infer that if we are striving for a compounded annual return of 20% than we can expect our largest drawdown to be at least -20%.
This ratio shows the expected gain (or loss) for each trade in absolute value (pips). This statistic is considered the expected profitability/unprofitability of the next trade.
Net profit or loss expressed in pips. Value of a pip varies per trading instrument. It's a useful metric to consider a system without its money management part.
Displays the total commission paid during the specific period.
$0.00
Trade Population
Symbol
Sell
Buy
EURUSD
25.99%
30.51%
USDCHF
15.82%
7.91%
EURGBP
5.08%
5.08%
USDJPY
5.08%
2.26%
AUDUSD
1.13%
0%
XAUUSD
1.13%
0%
Probabilities
Probability of lossRisk/Reward (%) vs Mean
Size of loss
Probability of loss
10% loss
100%
20% loss
100%
30% loss
100%
40% loss
100%
50% loss
100%
60% loss
100%
70% loss
100%
80% loss
100%
90% loss
100%
100% loss
100%
Return
Return TrendProfit vs Duration
Past results are not necessarily indicative of future results, as returns may vary according to market conditions. Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program.
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