| Measure | Walnut |
|---|---|
| Return | |
| Return · 90 daysdeposit-adjusted | −0.7% |
| Return · year to date | +271.7% |
| Monthly average | +1.6% |
| Profitable weeks | 55% |
| Risk | |
| Risk score1–10 · with reasons | 0 |
| Max drawdown · equity | −19.0% |
| Max daily drawdown | −6.6% |
| Longest drawdown | 295 days |
| Risk / trade | 1.3% |
| Recovery factor | 14.3 |
| Trading | |
| Profit factor | 1.18 |
| Winning trades | 54% |
| Trades | 4,403 |
| Trades / week | 12.3 |
| Avg holding time | 3.2 days |
| Sharpe | 1.51 |
| Symbols and behaviour | |
| Symbol splitlargest four | |
| EURUSD share | — |
| Behaviour | Losers not held longer than winnersHolds positions over the weekend |
| Idea / signal hit rate | — signals |
| Proof and following | |
| Proof | ◇ Research record |
| Verified history | 2498 days |
| Followers · paper copies | 0 · 0 |
| Delay gap of paper copies | — |
| Copying | Research record |
| ⚙ | |
|---|---|
| ⚙ | 1.00 |
Add a second trader to see how they move together.
| Jun | Jul | Aug | Sep | Oct | Nov | |
|---|---|---|---|---|---|---|
| Walnut | +1.9 | +2.1 | −1.1 | +1.0 | −1.5 | 0.0 |