PORTFOLIO RISK TOOL
See the risk between trades.
A single position can look sensible while the combined book is concentrated. Model open and planned losses together before adding another trade.
SCENARIO INPUTS
Build the whole-book loss scenario.
Use a start-of-day reference balance so realised P/L and planned risk are not counted twice. All amounts below use the selected account currency.
OPEN + PLANNED
Trade-risk rows
Correlation groups are your declared thesis labels, not a market-data calculation. For example, long EUR/USD and short USD/JPY can both be labelled "USD weakness" and will be counted together.
COMBINED SCENARIO
Risk summary
GBP 25.00 over daily budget
DRAWDOWN RECOVERY MATH2.3%
Gain required from the worst-case scenario equity to return to the reference balance. This says nothing about the probability or time needed to recover.
- Realised P/L
- -GBP 75.00
- Realised loss using budget
- GBP 75.00
- Entered trade-risk loss
- GBP 150.00
DECLARED CONCENTRATION GROUPS
Repeated group labels can reveal duplicated ideas that a simple trade count hides.
- USD weakness0.9%2 trades / long
WHAT THIS TOOL DOES NOT MODEL
- Pip value, lot size, account-currency conversion, margin or leverage.
- Stop gaps, slippage, spread, commission, swap or partial exits.
- Statistical correlation, net currency exposure or correlations changing by market regime.
- Prop-firm equity rules, trailing limits, reset times or broker liquidation levels.
COMBINED LOSS SCENARIO
reference balance + realised P/L - entered trade riskEvery open and planned row is counted at its full entered risk. Planned trades are not probability-weighted and realised profits do not increase the daily loss allowance.
RECOVERY ASYMMETRY
loss / reduced equity x 100 = gain needed to recoverA loss is measured from the reference balance, while recovery starts from a smaller number. This is why recovery percentage rises faster than drawdown percentage.