Arroyo Alegre · strategy profile

Arroyo Alegre · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−30	3	0
This month	−1.0%	−103	12	2
This year	−8.6%	−933	160	54

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.3	−2.1	−0.9	−0.4	−1.9	−0.3	+1.4	−0.3	−0.1	−0.6	0.0	−1.0	−6.4
2024	0.0	−1.8	−0.9	−0.9	−0.6	−0.4	−1.3	−0.3	−0.5	−1.1	−0.7	−0.7	−9.2
2025	−0.1	−0.6	−0.2	−0.2	−0.8	−0.8	−0.9	−0.1	−0.3	−0.2	−0.4	−1.6	−6.3
2026	+0.1	−1.0	−0.9	−0.8	−1.5	−0.9	−1.4	−1.1	−0.3	−1.0	−0.1	·	−8.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.2%.

Max daily drawdown: −0.8%
Max weekly drawdown: −1.2%
Max drawdown · equity: −27.2%
Max drawdown · balance: −27.2%
Absolute drawdown: −$2,675
Longest drawdown: 1399 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 1.1%

Symbol split

90 days

AUDCAD

100%+26.7%

Long 74% · Short 26%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 20% · Thu 21% · Fri 19% · 41% in the New York session

Behaviour

from 944 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 97% · over 12h 3%. Automated share 100%.

Statistics944 closed trades

Trades944

Won / lost365 / 579

Long win rate39% (698)

Short win rate37% (246)

Avg win+$9.4 · 12.9 pip

Avg loss−$10.5 · −14.2 pip

Best trade+$83 · Jul 12

Worst trade−$78 · Feb 3

Total pips−3,514

Lots94.4

Commission + swap−$121

Expectancy / trade−$2.8

Profit factor0.56

Sharpe−3.92daily returns, annualised

Z-score0.2 (15%)dependence between runs

Standard deviation$13.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak6 (+$67)

Losing streak11 (−$151)

Avg holding time6h 42m

Trades / week4.7

Risk / trade1.1%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:10	AUDCAD	BUY	0.1	0.98256 → 0.98142	5h 10m	−11.4	−$8	—
Oct 30 20:25	AUDCAD	SELL	0.1	0.98117 → 0.98228	5h 10m	−11.1	−$8	—
Oct 29 20:55	AUDCAD	BUY	0.1	0.98381 → 0.98304	5h 10m	−7.7	−$6	—
Oct 27 15:25	AUDCAD	SELL	0.1	0.98433 → 0.98738	5h 10m	−30.5	−$22	—
Oct 22 15:55	AUDCAD	SELL	0.1	0.98351 → 0.98421	5h 10m	−7	−$5	—
Oct 21 20:35	AUDCAD	BUY	0.1	0.98858 → 0.98676	5h 10m	−18.2	−$13	—
Oct 20 05:25	AUDCAD	SELL	0.1	0.98448 → 0.98327	5h 10m	+12.1	+$9	—
Oct 15 23:10	AUDCAD	SELL	0.1	0.98122 → 0.98209	5h 10m	−8.7	−$7	—
Oct 13 13:55	AUDCAD	BUY	0.1	0.99422 → 0.99280	5h 10m	−14.2	−$10	—
Oct 11 21:03	AUDCAD	BUY	0.1	0.99613 → 0.99422	2.2 days	−19.1	−$14	—
Oct 9 06:00	AUDCAD	BUY	0.1	0.99038 → 0.99255	5h 10m	+21.7	+$15	—
Oct 6 02:25	AUDCAD	SELL	0.1	0.99335 → 0.99421	5h 10m	−8.6	−$6	—
Oct 4 21:03	AUDCAD	BUY	0.1	0.99115 → 0.98993	2.1 days	−12.2	−$9	—
Sep 30 02:25	AUDCAD	SELL	0.1	0.99057 → 0.98889	5h 10m	+16.8	+$12	—
Sep 29 10:55	AUDCAD	SELL	0.1	0.99200 → 0.99344	5h 10m	−14.4	−$10	—
Sep 24 16:30	AUDCAD	BUY	0.1	0.99234 → 0.99298	5h 10m	+6.4	+$5	—
Sep 24 08:25	AUDCAD	SELL	0.1	0.99154 → 0.99220	5h 10m	−6.6	−$5	—
Sep 24 02:10	AUDCAD	SELL	0.1	0.99180 → 0.99057	5h 10m	+12.3	+$9	—
Sep 22 18:25	AUDCAD	BUY	0.1	0.99901 → 1.00065	5h 10m	+16.4	+$12	—
Sep 21 21:30	AUDCAD	BUY	0.1	0.99953 → 0.99870	5h 10m	−8.3	−$6	—
Sep 21 08:30	AUDCAD	BUY	0.1	0.99779 → 0.99911	5h 10m	+13.2	+$9	—
Sep 20 21:03	AUDCAD	BUY	0.1	0.99700 → 0.99342	2.2 days	−35.8	−$26	—
Sep 18 14:55	AUDCAD	BUY	0.1	0.99758 → 0.99595	5h 10m	−16.3	−$12	—
Sep 16 10:15	AUDCAD	BUY	0.1	0.99325 → 0.99316	5h 10m	−0.9	−$1	—
Sep 11 01:40	AUDCAD	SELL	0.1	0.99016 → 0.99081	5h 10m	−6.5	−$5	—

1–25 of 944

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