Risk Dashboard

Monitor drawdowns, recovery ability & system resilience

30 Mar – 21 May 2026

Risk Health Score

86/100
Low Risk

Primary weakness: Drawdown Control

Drawdown Health

Max Drawdown

-5.27%

$13,103.03

Current Drawdown

-1.03%

$2,534.55

Recovery Health

Recovery Factor

18.78×

Strong

Profit Factor

24.06

Strong

Survival Health

Risk of Ruin

1.02%

Elevated

Ulcer Index

2.56

Low

Drawdown Over Time

Current DD
-1.03%
Peak DD
-5.27%
Recovery Progress
80.4%

Drawdown Intelligence

Max Drawdown-5.27%
Max Drawdown ($)$13,103.03
Average Drawdown-2.07%
Longest DD Duration7 campaigns
Avg DD Duration3 campaigns
Current DD Rank8 worst of 8

Recovery Analysis

Biggest Campaign R

+60.36R

Avg R per Winning Campaign

+22.19R
Recovery Success Rate60%
Recovery Progress (current DD)80.4%

Est. Campaigns to Recover

1

Daily P/L Volatility

Std Dev: $13240.36

Outcome Profile (R-Multiple)

Average
9.11R
2R+
28(35%)
1R to 2R
0(0%)
0R to 1R
3(4%)
-1R to 0R
35(44%)
Below -1R
4(5%)

Risk Concentration

Worst Campaign14.9% of total loss
Top 3 Losers38.3% of total loss
Top 5 Losers58.6% of total loss
Top Winner9.5% of total gain
Loss : Gain Ratio0 : 1

Loss concentration is distributed across multiple campaigns.

Risk Attribution

What's causing losses?

Structural Invalidation100%
Reversal Structure Break0%
Total100%

Risk Rules & Governance

Consecutive campaign loss limit
1 of 5 maxPass
Recovery factor > 1.0
18.78×Pass
Campaign win rate ≥ 25%
60.0%Pass
Profit factor > 1.0
24.06Pass
Positive expectancy
Win 22.19R / Loss -1.38RPass
Edge retention (last 5)
18.76R rolling avgPass

System Resilience

Risk of Ruin1.02%
Max Consecutive Losses5 campaigns
Current Consecutive1 campaigns
Survival Probability98.98%
Capital at Risk1.03%
Recovery CapabilityStrong

Forward Risk Outlook

Expected DD Range-1.0% to -3.1%
Projected Recovery Time2–4 campaigns
Risk of Ruin (Projected)1.02%
Edge StabilityImproving
Campaign Win Rate60.0%
Profit Factor24.06
Rolling 5-Campaign Avg R18.76R

Executive Risk Insight

Current drawdown is at -1.0% with a recovery factor of 18.78×. Risk of ruin stands at 1.02% indicating low survival risk. Current losing streak of 1 campaigns requires monitoring. Edge stability is improving based on rolling 5-campaign performance. Recovery capability appears adequate.

Risk Score Breakdown

Drawdown Control20/25
Recovery Factor20/20
Streak Control16/20
Edge Retention20/20
Risk of Ruin10/15

Key Takeaways & Actionable Insights

Drawdown Status

Drawdown is at -1.0%, making progress toward recovery.

Recovery Ability

Recovery factor of 18.78× is strong.

Risk of Ruin

Risk of ruin is 1.02%. Survival probability remains 98.98%.

Loss Concentration

Structural Invalidation drives 100% of total losses.

Forward Outlook

Edge is improving. Expected recovery time: 2–4 campaigns.