Arroyo Violeta · strategy profile

Arroyo Violeta · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.4%	−26	3	1
This week	−1.4%	−103	17	5
This month	−2.9%	−207	68	27
This year	−16.7%	−1,297	655	305

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−1.0	−3.5	−1.9	−0.3	−0.8	−2.0	0.0	0.0	−0.2	−2.6	−2.3	−0.5	−15.2
2024	−0.1	−1.4	−0.9	−3.2	−0.3	−2.0	−2.3	−2.3	−3.2	−1.5	−0.8	−0.2	−18.2
2025	−0.8	−2.1	+1.7	+0.7	−0.3	+0.5	−3.2	−1.1	−2.9	−1.1	−1.8	−3.3	−13.7
2026	−1.9	+0.7	−3.4	+0.9	−1.6	−3.2	−3.5	−2.8	−0.8	−1.5	−0.7	·	−17.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −49.3%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.4%
Max drawdown · equity: −49.3%
Max drawdown · balance: −49.3%
Absolute drawdown: −$4,830
Longest drawdown: 1395 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 4.0%

Symbol split

90 days

AUDCAD

100%+48.3%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 21% · Thu 20% · Fri 19% · 44% in the New York session

Behaviour

from 2,906 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 95% · over 12h 5%. Automated share 100%.

Statistics2,906 closed trades

Trades2,906

Won / lost1,286 / 1,620

Long win rate44% (1,398)

Short win rate45% (1,508)

Avg win+$10.3 · 14.4 pip

Avg loss−$11.2 · −15.1 pip

Best trade+$76 · Jul 12

Worst trade−$85 · Mar 3

Total pips−5,957

Lots290.6

Commission + swap−$482

Expectancy / trade−$1.7

Profit factor0.73

Sharpe−2.90daily returns, annualised

Z-score1.9 (95%)dependence between runs

Standard deviation$14.6

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak6 (+$73)

Losing streak9 (−$167)

Avg holding time8h 19m

Trades / week14.5

Risk / trade4.0%

Monthly average−1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:44	AUDCAD	BUY	0.1	0.97552 → 0.97730	6h 0m	+17.8	+$13	—
Nov 3 07:37	AUDCAD	BUY	0.1	0.97899 → 0.97517	6h 0m	−38.2	−$27	—
Nov 3 01:29	AUDCAD	BUY	0.1	0.97923 → 0.97870	6h 0m	−5.3	−$4	—
Nov 2 19:09	AUDCAD	BUY	0.1	0.97936 → 0.97883	6h 0m	−5.3	−$4	—
Nov 2 13:04	AUDCAD	BUY	0.1	0.98143 → 0.97904	6h 0m	−23.9	−$17	—
Nov 2 05:04	AUDCAD	BUY	0.1	0.98154 → 0.98193	6h 0m	+3.9	+$3	—
Oct 30 20:33	AUDCAD	BUY	0.1	0.98109 → 0.98224	6h 0m	+11.5	+$8	—
Oct 30 14:22	AUDCAD	BUY	0.1	0.98088 → 0.98024	6h 0m	−6.4	−$5	—
Oct 30 07:29	AUDCAD	BUY	0.1	0.98184 → 0.98160	6h 0m	−2.4	−$2	—
Oct 30 00:38	AUDCAD	BUY	0.1	0.98298 → 0.98243	6h 0m	−5.5	−$4	—
Oct 29 18:13	AUDCAD	BUY	0.1	0.98285 → 0.98277	6h 0m	−0.8	−$1	—
Oct 29 11:34	AUDCAD	BUY	0.1	0.98653 → 0.98338	6h 0m	−31.5	−$23	—
Oct 29 05:07	AUDCAD	BUY	0.1	0.98648 → 0.98634	6h 0m	−1.4	−$1	—
Oct 28 19:44	AUDCAD	SELL	0.1	0.98797 → 0.98743	6h 0m	+5.4	+$4	—
Oct 28 13:19	AUDCAD	SELL	0.1	0.98853 → 0.98804	6h 0m	+4.9	+$3	—
Oct 28 07:01	AUDCAD	SELL	0.1	0.98838 → 0.98856	6h 0m	−1.8	−$1	—
Oct 28 00:51	AUDCAD	SELL	0.1	0.98733 → 0.98971	6h 0m	−23.8	−$17	—
Oct 27 18:35	AUDCAD	SELL	0.1	0.98570 → 0.98760	6h 0m	−19	−$14	—
Oct 27 03:16	AUDCAD	BUY	0.1	0.98323 → 0.98436	6h 0m	+11.3	+$8	—
Oct 26 19:59	AUDCAD	SELL	0.1	0.98506 → 0.98403	6h 0m	+10.3	+$7	—
Oct 26 11:30	AUDCAD	SELL	0.1	0.98461 → 0.98498	6h 0m	−3.7	−$3	—
Oct 26 03:25	AUDCAD	SELL	0.1	0.98680 → 0.98449	6h 0m	+23.1	+$17	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98527 → 0.98746	2 days	−21.9	−$16	—
Oct 23 19:33	AUDCAD	BUY	0.1	0.98229 → 0.98518	6h 0m	+28.9	+$21	—
Oct 23 12:03	AUDCAD	BUY	0.1	0.98250 → 0.98274	6h 0m	+2.4	+$2	—

1–25 of 2906

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