Largest loser as % of gross loss

This metric identifies your single most significant monetary loss as a percentage of your total accumulated losses. It measures the "concentration of risk" within your losing trades.

Exclusions: This calculation compares your single worst loss to the Gross Loss (the sum of all losing trades). It does not factor in your winning trades or net profit.

Strategic value:

• High percentage (e.g., >30%): Indicates a "Fat Tail" risk. A single failure is responsible for a large chunk of your total losses, often suggesting that a stop-loss was missed, a market gap occurred, or position sizing was too aggressive.
• Low percentage (e.g., <10%): Indicates "Controlled Risk." Your losses are small and evenly distributed, which is a hallmark of a disciplined strategy with effective risk management.

Calculation Formula