The foreign exchange market is the world's largest market in terms of volume of daily turnover, attracting the attention of many investors and financial traders. Trading on the foreign exchange market is considered a risky investment, and it is therefore important to know well and to control the risk in order to reduce it to an acceptable level. The purpose of this thesis was to examine the impact of selected risk indicators on realized portfolio profit on the foreign exchange market. This thesis analyses the variables of portfolio risk and return ratio, portfolio accuracy, portfolio diversification, portfolio risk and profit on the foreign exchange market on the basis of collected data which are the author's historical performance from 2015. The study was conducted using the methods of correlation analysis, simple regression analysis and multiple regression analysis. The correlation analysis showed an absence of correlation between the ratio of profit and risk in the portfolio and portfolio profit, medium strong positive correlation between portfolio accuracy and portfolio profit, while the diversification of portfolio and portfolio risk are in a weak positive correlation with the portfolio profit. The most important result of multiple regression analysis is a model that observes the impact of portfolio accuracy and portfolio risk on portfolio profit. With his moderately representative model, an average increase in portfolio profit of EUR 3.9179 is recognized in the case when portfolio accuracy increases by one percentage point, with the assumption of constant portfolio risk, as well as average increase in portfolio profit of 29,0989 EUR in the case when portfolio risk increases by one percentage point, with the assumption of constant portfolio accuracy. Such results can serve as a backbone of research based on data from another performance and, in accordance with the analysis of distribution of currency pair probabilities, as a thorough risk analysis in the foreign exchange market.