Risk Dashboard

Monitor drawdowns, recovery ability & system resilience

30 Mar – 21 May 2026

Risk Health Score

-1/100
High Risk

Primary weakness: Recovery Ability

Drawdown Health

Max Drawdown

-77.86%

$147.16

Current Drawdown

-77.86%

$32.58

Recovery Health

Recovery Factor

-0.06×

None

Profit Factor

0.45

Weak

Survival Health

Risk of Ruin

11.76%

Elevated

Ulcer Index

52.36

High

Drawdown Over Time

Current DD
-77.86%
Peak DD
-77.86%
Recovery Progress
0%

Drawdown Intelligence

Max Drawdown-77.86%
Max Drawdown ($)$147.16
Average Drawdown-45.86%
Longest DD Duration6 campaigns
Avg DD Duration—
Current DD Rank— (recovered)

Recovery Analysis

Biggest Campaign R

+7.42R

Avg R per Winning Campaign

+3.15R
Recovery Success Rate30%
Recovery Progress (current DD)0%

Est. Campaigns to Recover

0

Daily P/L Volatility

Std Dev: $18.45

Outcome Profile (R-Multiple)

Average
-0.39R
2R+
2(7%)
1R to 2R
1(4%)
0R to 1R
2(7%)
-1R to 0R
24(86%)
Below -1R
0(0%)

Risk Concentration

Worst Campaign24% of total loss
Top 3 Losers67.2% of total loss
Top 5 Losers91.2% of total loss
Top Winner0% of total gain
Loss : Gain Ratio0 : 1

Loss concentration is distributed across multiple campaigns.

Risk Attribution

What's causing losses?

Structural Invalidation96%
Panic Exit4%
Total100%

Risk Rules & Governance

Consecutive campaign loss limit
6 of 5 maxFail
Recovery factor > 1.0
-0.06×Fail
Campaign win rate ≥ 25%
30.0%Pass
Profit factor > 1.0
0.45Fail
Positive expectancy
Win 3.15R / Loss -2.98RFail
Edge retention (last 5)
-3.20R rolling avgFail

System Resilience

Risk of Ruin11.76%
Max Consecutive Losses6 campaigns
Current Consecutive6 campaigns
Survival Probability88.24%
Capital at Risk77.86%
Recovery CapabilityNone

Forward Risk Outlook

Expected DD Range-22.9% to -68.8%
Projected Recovery Time5–8 campaigns
Risk of Ruin (Projected)11.76%
Edge StabilityDeteriorating
Campaign Win Rate30.0%
Profit Factor0.45
Rolling 5-Campaign Avg R-3.20R

Executive Risk Insight

Current drawdown is at -77.9% with a recovery factor of -0.06×. Risk of ruin stands at 11.76% indicating elevated survival risk. Current losing streak of 6 campaigns requires monitoring. Edge stability is deteriorating based on rolling 5-campaign performance. Recovery capability is the primary area of concern.

Risk Score Breakdown

Drawdown Control0/25
Recovery Factor-1/20
Streak Control0/20
Edge Retention0/20
Risk of Ruin0/15

Key Takeaways & Actionable Insights

Drawdown Status

Drawdown is at -77.9%, still far from recovery.

Recovery Ability

Recovery factor of -0.06× is weak — primary area of risk.

Risk of Ruin

Risk of ruin is 11.76%. Survival probability remains 88.24%.

Loss Concentration

Structural Invalidation drives 96% of total losses.

Forward Outlook

Edge is deteriorating. Expected recovery time: 5–8 campaigns.